Changeset 28 for doc

Show
Ignore:
Timestamp:
02/22/08 16:40:12 (16 years ago)
Author:
smidl
Message:

prelozitelna verze

Location:
doc
Files:
81 modified

Legend:

Unmodified
Added
Removed
  • doc/html/annotated.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    4243  <tr><td class="indexkey"><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td class="indexvalue">Trivial particle filter with proposal density that is not conditioned on the data </td></tr> 
    4344</table> 
    44 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     45<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    4546<a href="http://www.doxygen.org/index.html"> 
    4647<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classBM-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2122</div> 
    2223<h1>BM Member List</h1>This is the complete list of members for <a class="el" href="classBM.html">BM</a>, including all inherited members.<p><table> 
    23   <tr class="memlist"><td><a class="el" href="classBM.html#c52edf4ad6e1dff9bf64b9e1e0cfb1f0">bayes</a>(const vec &amp;dt, bool evall=true)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 
     24  <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
     25  <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a>(const vec &amp;dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 
    2426  <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    2527  <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> 
     28  <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    2629  <tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    27 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:17 2008 for mixpp by&nbsp; 
     30</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    2831<a href="http://www.doxygen.org/index.html"> 
    2932<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classBM.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    4142 
    4243<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
    43 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#c52edf4ad6e1dff9bf64b9e1e0cfb1f0">bayes</a> (const vec &amp;dt, bool evall=true)=0</td></tr> 
     44<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &amp;dt)=0</td></tr> 
    4445 
    45 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#c52edf4ad6e1dff9bf64b9e1e0cfb1f0"></a><br></td></tr> 
     46<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 
    4647<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="BM::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 
    4748void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 
    4849 
    4950<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="BM::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 
     52<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> 
     53 
     54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 
    5055<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 
    5156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="BM::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 
     
    5358 
    5459<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     60<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="BM::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 
     61bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 
     62 
     63<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 
    5564</table> 
    5665<hr><a name="_details"></a><h2>Detailed Description</h2> 
    5766Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. <hr><h2>Member Function Documentation</h2> 
    58 <a class="anchor" name="c52edf4ad6e1dff9bf64b9e1e0cfb1f0"></a><!-- doxytag: member="BM::bayes" ref="c52edf4ad6e1dff9bf64b9e1e0cfb1f0" args="(const vec &amp;dt, bool evall=true)=0" --> 
     67<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="BM::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" --> 
    5968<div class="memitem"> 
    6069<div class="memproto"> 
     
    6473          <td>(</td> 
    6574          <td class="paramtype">const vec &amp;&nbsp;</td> 
    66           <td class="paramname"> <em>dt</em>, </td> 
    67         </tr> 
    68         <tr> 
    69           <td class="paramkey"></td> 
    70           <td></td> 
    71           <td class="paramtype">bool&nbsp;</td> 
    72           <td class="paramname"> <em>evall</em> = <code>true</code></td><td>&nbsp;</td> 
    73         </tr> 
    74         <tr> 
    75           <td></td> 
    76           <td>)</td> 
    77           <td></td><td></td><td width="100%"><code> [pure virtual]</code></td> 
     75          <td class="paramname"> <em>dt</em>          </td> 
     76          <td>&nbsp;)&nbsp;</td> 
     77          <td width="100%"><code> [pure virtual]</code></td> 
    7878        </tr> 
    7979      </table> 
     
    8787  <table border="0" cellspacing="2" cellpadding="0"> 
    8888    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr> 
    89     <tr><td valign="top"></td><td valign="top"><em>evall</em>&nbsp;</td><td>If true, the filter will compute likelihood of the data record and store it in <code>ll</code> </td></tr> 
    9089  </table> 
    9190</dl> 
    92  
    93 <p>Implemented in <a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">KalmanFull</a>, <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman&lt; sq_T &gt;</a>, <a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">EKF&lt; sq_T &gt;</a>, <a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">PF</a>, <a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">TrivialPF</a>, and <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman&lt; fsqmat &gt;</a>.</p> 
    9491 
    9592</div> 
     
    9794<hr>The documentation for this class was generated from the following file:<ul> 
    9895<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> 
    99 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:17 2008 for mixpp by&nbsp; 
     96<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    10097<a href="http://www.doxygen.org/index.html"> 
    10198<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classDS-members.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2930  <tr class="memlist"><td><a class="el" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039">write</a>(vec &amp;ut)</td><td><a class="el" href="classDS.html">DS</a></td><td></td></tr> 
    3031  <tr class="memlist"><td><a class="el" href="classDS.html#f4ae51a3bc1267a6a52fc229973afe85">write</a>(vec &amp;ut, ivec &amp;indeces)</td><td><a class="el" href="classDS.html">DS</a></td><td></td></tr> 
    31 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:17 2008 for mixpp by&nbsp; 
     32</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by&nbsp; 
    3233<a href="http://www.doxygen.org/index.html"> 
    3334<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classDS.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    116117<hr>The documentation for this class was generated from the following file:<ul> 
    117118<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> 
    118 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:17 2008 for mixpp by&nbsp; 
     119<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by&nbsp; 
    119120<a href="http://www.doxygen.org/index.html"> 
    120121<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classEKF-members.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2122</div> 
    2223<h1>EKF&lt; sq_T &gt; Member List</h1>This is the complete list of members for <a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a>, including all inherited members.<p><table> 
     24  <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    2325  <tr bgcolor="#f0f0f0"><td><b>_iRy</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    2426  <tr bgcolor="#f0f0f0"><td><b>_K</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     
    2729  <tr bgcolor="#f0f0f0"><td><b>A</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    2830  <tr bgcolor="#f0f0f0"><td><b>B</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    29   <tr class="memlist"><td><a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">bayes</a>(const vec &amp;dt, bool evalll=true)</td><td><a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a></td><td><code> [inline, virtual]</code></td></tr> 
     31  <tr class="memlist"><td><a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">bayes</a>(const vec &amp;dt, bool evalll=true)</td><td><a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr> 
     32  <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &amp;dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 
    3033  <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    3134  <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> 
     
    3538  <tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    3639  <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    37   <tr class="memlist"><td><a class="el" href="classEKF.html#ec441d41529eeae4a1309426386b4a10">EKF</a>(const diffbifn fxu, const diffbifn hxu)</td><td><a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr> 
     40  <tr class="memlist"><td><a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF</a>(diffbifn *pfxu, diffbifn *phxu, sq_T Q0, sq_T R0, vec mu0, mat P0)</td><td><a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr> 
     41  <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    3842  <tr class="memlist"><td><a class="el" href="classKalman.html#96958a5ebfa966d892137987f265083a">Kalman</a>(int dimx, int dimu, int dimy)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td></td></tr> 
    3943  <tr class="memlist"><td><a class="el" href="classKalman.html#83118f4bd2ecbc70b03cfd573088ed6f">Kalman</a>(mat A0, mat B0, mat C0, mat D0, fsqmatR0, fsqmatQ0, fsqmatP0, vec mu0)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td></td></tr> 
     
    4448  <tr bgcolor="#f0f0f0"><td><b>Q</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    4549  <tr bgcolor="#f0f0f0"><td><b>R</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    46 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:19 2008 for mixpp by&nbsp; 
     50</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by&nbsp; 
    4751<a href="http://www.doxygen.org/index.html"> 
    4852<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classEKF.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    3738<p><center><img src="classEKF__coll__graph.png" border="0" usemap="#EKF_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center> 
    3839<map name="EKF_3_01sq__T_01_4__coll__map"> 
    39 <area shape="rect" href="classKalman.html" title="Kalman\&lt; fsqmat \&gt;" alt="" coords="61,337,208,364"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="48,172,176,199"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="200,172,267,199"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="229,196,237,204"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="164,333,172,341"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="203,7,264,33"><area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="109,196,117,204"><area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="127,333,135,341"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,31,116,39"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,168,116,176"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="277,337,344,364"><area shape="rect" title="fxu\nhxu" alt="" coords="299,361,307,369"><area shape="rect" title="fxu\nhxu" alt="" coords="252,445,260,453"><area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="291,172,331,199"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="355,172,392,199"><area shape="rect" title="rvu\nrvx" alt="" coords="365,196,373,204"><area shape="rect" title="rvu\nrvx" alt="" coords="313,333,321,341"></map> 
     40<area shape="rect" href="classKalman.html" title="Kalman\&lt; fsqmat \&gt;" alt="" coords="61,337,208,364"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="48,172,176,199"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="200,172,267,199"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="229,196,237,204"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="164,333,172,341"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="203,7,264,33"><area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="109,196,117,204"><area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="127,333,135,341"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,31,116,39"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,168,116,176"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="277,337,344,364"><area shape="rect" title="pfxu\nphxu" alt="" coords="299,361,307,369"><area shape="rect" title="pfxu\nphxu" alt="" coords="252,445,260,453"><area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="291,172,331,199"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="355,172,392,199"><area shape="rect" title="rvu\nrvx" alt="" coords="365,196,373,204"><area shape="rect" title="rvu\nrvx" alt="" coords="313,333,321,341"></map> 
    4041<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    4142 
     
    4445<tr><td></td></tr> 
    4546<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    46 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec441d41529eeae4a1309426386b4a10"></a><!-- doxytag: member="EKF::EKF" ref="ec441d41529eeae4a1309426386b4a10" args="(const diffbifn fxu, const diffbifn hxu)" --> 
    47 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#ec441d41529eeae4a1309426386b4a10">EKF</a> (const <a class="el" href="classdiffbifn.html">diffbifn</a> fxu, const <a class="el" href="classdiffbifn.html">diffbifn</a> hxu)</td></tr> 
     47<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="003687c6cf2a01be90a00e2c99e3863e"></a><!-- doxytag: member="EKF::EKF" ref="003687c6cf2a01be90a00e2c99e3863e" args="(diffbifn *pfxu, diffbifn *phxu, sq_T Q0, sq_T R0, vec mu0, mat P0)" --> 
     48&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF</a> (<a class="el" href="classdiffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classdiffbifn.html">diffbifn</a> *phxu, sq_T Q0, sq_T R0, vec mu0, mat P0)</td></tr> 
    4849 
    4950<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
    5051<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb0a08463f14e5584344ea2df99fe747"></a><!-- doxytag: member="EKF::bayes" ref="fb0a08463f14e5584344ea2df99fe747" args="(const vec &amp;dt, bool evalll=true)" --> 
    51 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">bayes</a> (const vec &amp;dt, bool evalll=true)</td></tr> 
     52void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">bayes</a> (const vec &amp;dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>=true)</td></tr> 
    5253 
    5354<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 
     55<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &amp;dt)=0</td></tr> 
     56 
     57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 
     58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="EKF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 
     59void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 
     60 
     61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="EKF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 
     63<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> 
     64 
     65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 
     66<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 
     67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3063a3f58a74cea672ae889971012eed"></a><!-- doxytag: member="EKF::mu" ref="3063a3f58a74cea672ae889971012eed" args="" --> 
     68vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#3063a3f58a74cea672ae889971012eed">mu</a></td></tr> 
     69 
     70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> 
     71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="188cd5ac1c9e496b1a371eb7c57c97d3"></a><!-- doxytag: member="EKF::P" ref="188cd5ac1c9e496b1a371eb7c57c97d3" args="" --> 
     72<a class="el" href="classfsqmat.html">fsqmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">P</a></td></tr> 
     73 
     74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> 
     75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="EKF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 
     76double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 
     77 
     78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="EKF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 
     80bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 
     81 
     82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 
     83<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="EKF::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" --> 
     85int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> 
     86 
     87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba17b956df1e38b31fbbc299c8213b6a"></a><!-- doxytag: member="EKF::dimy" ref="ba17b956df1e38b31fbbc299c8213b6a" args="" --> 
     88int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 
     89 
     90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b0153795a1444b6968a86409c778d9ce"></a><!-- doxytag: member="EKF::dimu" ref="b0153795a1444b6968a86409c778d9ce" args="" --> 
     91int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> 
     92 
     93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e02efe86ee91e9c74b93b425fe060b9"></a><!-- doxytag: member="EKF::A" ref="5e02efe86ee91e9c74b93b425fe060b9" args="" --> 
     94mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr> 
     95 
     96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc87704284a6c0bca13bf51f4345a50a"></a><!-- doxytag: member="EKF::B" ref="dc87704284a6c0bca13bf51f4345a50a" args="" --> 
     97mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr> 
     98 
     99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86a805cd6515872d1132ad0d6eb5dc13"></a><!-- doxytag: member="EKF::C" ref="86a805cd6515872d1132ad0d6eb5dc13" args="" --> 
     100mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr> 
     101 
     102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d69f774ba3335c970c1c5b1d182f4dd1"></a><!-- doxytag: member="EKF::D" ref="d69f774ba3335c970c1c5b1d182f4dd1" args="" --> 
     103mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr> 
     104 
     105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11d171dc0e0ab111c56a70f98b97b3ec"></a><!-- doxytag: member="EKF::R" ref="11d171dc0e0ab111c56a70f98b97b3ec" args="" --> 
     106<a class="el" href="classfsqmat.html">fsqmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr> 
     107 
     108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b69015c800eb93f3ee49da23a6f55d9"></a><!-- doxytag: member="EKF::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" --> 
     109<a class="el" href="classfsqmat.html">fsqmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr> 
     110 
     111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d422f51467c7a06174af2476d2826132"></a><!-- doxytag: member="EKF::_K" ref="d422f51467c7a06174af2476d2826132" args="" --> 
     112mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr> 
     113 
     114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="30b7461989185d3d02cf42b8e2a37649"></a><!-- doxytag: member="EKF::_yp" ref="30b7461989185d3d02cf42b8e2a37649" args="" --> 
     115vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>_yp</b></td></tr> 
     116 
     117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="477dca07d91ea1a1f41d51bb0229934f"></a><!-- doxytag: member="EKF::_Ry" ref="477dca07d91ea1a1f41d51bb0229934f" args="" --> 
     118<a class="el" href="classfsqmat.html">fsqmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr> 
     119 
     120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15f1a793210750a7e4642fcd948b24c5"></a><!-- doxytag: member="EKF::_iRy" ref="15f1a793210750a7e4642fcd948b24c5" args="" --> 
     121<a class="el" href="classfsqmat.html">fsqmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> 
     122 
     123<tr><td colspan="2"><br><h2>Friends</h2></td></tr> 
     124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="EKF::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" --> 
     125std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>operator&lt;&lt;</b> (std::ostream &amp;os, const <a class="el" href="classKalmanFull.html">KalmanFull</a> &amp;kf)</td></tr> 
     126 
    54127</table> 
    55128<hr><a name="_details"></a><h2>Detailed Description</h2> 
     
    59132Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter.  
    60133<p> 
    61 An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr>The documentation for this class was generated from the following file:<ul> 
     134An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr><h2>Member Function Documentation</h2> 
     135<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="EKF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" --> 
     136<div class="memitem"> 
     137<div class="memproto"> 
     138      <table class="memname"> 
     139        <tr> 
     140          <td class="memname">virtual void BM::bayes           </td> 
     141          <td>(</td> 
     142          <td class="paramtype">const vec &amp;&nbsp;</td> 
     143          <td class="paramname"> <em>dt</em>          </td> 
     144          <td>&nbsp;)&nbsp;</td> 
     145          <td width="100%"><code> [pure virtual, inherited]</code></td> 
     146        </tr> 
     147      </table> 
     148</div> 
     149<div class="memdoc"> 
     150 
     151<p> 
     152Incremental Bayes rule.  
     153<p> 
     154<dl compact><dt><b>Parameters:</b></dt><dd> 
     155  <table border="0" cellspacing="2" cellpadding="0"> 
     156    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr> 
     157  </table> 
     158</dl> 
     159 
     160</div> 
     161</div><p> 
     162<hr>The documentation for this class was generated from the following file:<ul> 
    62163<li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a></ul> 
    63 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:19 2008 for mixpp by&nbsp; 
     164<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by&nbsp; 
    64165<a href="http://www.doxygen.org/index.html"> 
    65166<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classEKF__coll__graph.map

    r23 r28  
    1111<area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,168,116,176"> 
    1212<area shape="rect" href="$classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="277,337,344,364"> 
    13 <area shape="rect" title="fxu\nhxu" alt="" coords="299,361,307,369"> 
    14 <area shape="rect" title="fxu\nhxu" alt="" coords="252,445,260,453"> 
     13<area shape="rect" title="pfxu\nphxu" alt="" coords="299,361,307,369"> 
     14<area shape="rect" title="pfxu\nphxu" alt="" coords="252,445,260,453"> 
    1515<area shape="rect" href="$classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="291,172,331,199"> 
    1616<area shape="rect" href="$classRV.html" title="Class representing variables, most often random variables." alt="" coords="355,172,392,199"> 
  • doc/html/classEKF__coll__graph.md5

    r23 r28  
    1 80e8a90e18a613ab2239b0c07bbf7889 
     1f0af3ae76b214ecac356cc7e830905d0 
  • doc/html/classKalman-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2122</div> 
    2223<h1>Kalman&lt; sq_T &gt; Member List</h1>This is the complete list of members for <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>, including all inherited members.<p><table> 
     24  <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    2325  <tr bgcolor="#f0f0f0"><td><b>_iRy</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr> 
    2426  <tr bgcolor="#f0f0f0"><td><b>_K</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr> 
     
    2729  <tr bgcolor="#f0f0f0"><td><b>A</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr> 
    2830  <tr bgcolor="#f0f0f0"><td><b>B</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr> 
    29   <tr class="memlist"><td><a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">bayes</a>(const vec &amp;dt, bool evalll=true)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [inline, virtual]</code></td></tr> 
     31  <tr class="memlist"><td><a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">bayes</a>(const vec &amp;dt, bool evalll=true)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr> 
     32  <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &amp;dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 
    3033  <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    3134  <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> 
     
    3538  <tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr> 
    3639  <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr> 
     40  <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    3741  <tr class="memlist"><td><a class="el" href="classKalman.html#96958a5ebfa966d892137987f265083a">Kalman</a>(int dimx, int dimu, int dimy)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr> 
    3842  <tr class="memlist"><td><a class="el" href="classKalman.html#83118f4bd2ecbc70b03cfd573088ed6f">Kalman</a>(mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu0)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr> 
     
    4347  <tr bgcolor="#f0f0f0"><td><b>Q</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr> 
    4448  <tr bgcolor="#f0f0f0"><td><b>R</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr> 
    45 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:20 2008 for mixpp by&nbsp; 
     49</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    4650<a href="http://www.doxygen.org/index.html"> 
    4751<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classKalman.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    5354<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr> 
    5455<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e945d9205ca14acbd83ba80ea6f72b8e"></a><!-- doxytag: member="Kalman::bayes" ref="e945d9205ca14acbd83ba80ea6f72b8e" args="(const vec &amp;dt, bool evalll=true)" --> 
    55 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">bayes</a> (const vec &amp;dt, bool evalll=true)</td></tr> 
     56void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">bayes</a> (const vec &amp;dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>=true)</td></tr> 
    5657 
    5758<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 
     59<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &amp;dt)=0</td></tr> 
     60 
     61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 
     62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="Kalman::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 
     63void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 
     64 
     65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="Kalman::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 
     67<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> 
     68 
     69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 
    5870<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 
    5971<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3063a3f58a74cea672ae889971012eed"></a><!-- doxytag: member="Kalman::mu" ref="3063a3f58a74cea672ae889971012eed" args="" --> 
     
    6577 
    6678<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> 
     79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="Kalman::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 
     80double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 
     81 
     82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="Kalman::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 
     84bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 
     85 
     86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 
    6787<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    6888<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="Kalman::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" --> 
     
    114134 class Kalman&lt; sq_T &gt;</h3> 
    115135 
    116 <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. <hr>The documentation for this class was generated from the following file:<ul> 
     136<a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. <hr><h2>Member Function Documentation</h2> 
     137<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="Kalman::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" --> 
     138<div class="memitem"> 
     139<div class="memproto"> 
     140      <table class="memname"> 
     141        <tr> 
     142          <td class="memname">virtual void BM::bayes           </td> 
     143          <td>(</td> 
     144          <td class="paramtype">const vec &amp;&nbsp;</td> 
     145          <td class="paramname"> <em>dt</em>          </td> 
     146          <td>&nbsp;)&nbsp;</td> 
     147          <td width="100%"><code> [pure virtual, inherited]</code></td> 
     148        </tr> 
     149      </table> 
     150</div> 
     151<div class="memdoc"> 
     152 
     153<p> 
     154Incremental Bayes rule.  
     155<p> 
     156<dl compact><dt><b>Parameters:</b></dt><dd> 
     157  <table border="0" cellspacing="2" cellpadding="0"> 
     158    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr> 
     159  </table> 
     160</dl> 
     161 
     162</div> 
     163</div><p> 
     164<hr>The documentation for this class was generated from the following file:<ul> 
    117165<li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a></ul> 
    118 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:20 2008 for mixpp by&nbsp; 
     166<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    119167<a href="http://www.doxygen.org/index.html"> 
    120168<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classKalmanFull-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2122</div> 
    2223<h1>KalmanFull Member List</h1>This is the complete list of members for <a class="el" href="classKalmanFull.html">KalmanFull</a>, including all inherited members.<p><table> 
    23   <tr class="memlist"><td><a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">bayes</a>(const vec &amp;dt, bool evalll=true)</td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td><code> [virtual]</code></td></tr> 
     24  <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
     25  <tr class="memlist"><td><a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">bayes</a>(const vec &amp;dt, bool evalll=true)</td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td></td></tr> 
     26  <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &amp;dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 
    2427  <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    2528  <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> 
     29  <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    2630  <tr class="memlist"><td><a class="el" href="classKalmanFull.html#7197ab6e7380790006394eabd3b97043">KalmanFull</a>(mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0)</td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td></td></tr> 
    2731  <tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
     
    2933  <tr bgcolor="#f0f0f0"><td><b>operator&lt;&lt;</b> (defined in <a class="el" href="classKalmanFull.html">KalmanFull</a>)</td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td><code> [friend]</code></td></tr> 
    3034  <tr class="memlist"><td><a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">P</a></td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td></td></tr> 
    31 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:21 2008 for mixpp by&nbsp; 
     35</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    3236<a href="http://www.doxygen.org/index.html"> 
    3337<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classKalmanFull.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    4950<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr> 
    5051<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="048b13739b94c331cda08249b278552b"></a><!-- doxytag: member="KalmanFull::bayes" ref="048b13739b94c331cda08249b278552b" args="(const vec &amp;dt, bool evalll=true)" --> 
    51 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">bayes</a> (const vec &amp;dt, bool evalll=true)</td></tr> 
     52void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">bayes</a> (const vec &amp;dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>=true)</td></tr> 
    5253 
    5354<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 
     55<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &amp;dt)=0</td></tr> 
     56 
     57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 
     58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="KalmanFull::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 
     59void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 
     60 
     61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="KalmanFull::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 
     63<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> 
     64 
     65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 
    5466<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 
    5567<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb5aec635e2720cc5ac31bc01c18a68a"></a><!-- doxytag: member="KalmanFull::mu" ref="fb5aec635e2720cc5ac31bc01c18a68a" args="" --> 
     
    6173 
    6274<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr> 
     75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="KalmanFull::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 
     76double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 
     77 
     78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="KalmanFull::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 
     80bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 
     81 
     82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 
    6383<tr><td colspan="2"><br><h2>Friends</h2></td></tr> 
    6484<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="KalmanFull::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" --> 
     
    6787</table> 
    6888<hr><a name="_details"></a><h2>Detailed Description</h2> 
    69 Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! <hr>The documentation for this class was generated from the following files:<ul> 
     89Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! <hr><h2>Member Function Documentation</h2> 
     90<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="KalmanFull::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" --> 
     91<div class="memitem"> 
     92<div class="memproto"> 
     93      <table class="memname"> 
     94        <tr> 
     95          <td class="memname">virtual void BM::bayes           </td> 
     96          <td>(</td> 
     97          <td class="paramtype">const vec &amp;&nbsp;</td> 
     98          <td class="paramname"> <em>dt</em>          </td> 
     99          <td>&nbsp;)&nbsp;</td> 
     100          <td width="100%"><code> [pure virtual, inherited]</code></td> 
     101        </tr> 
     102      </table> 
     103</div> 
     104<div class="memdoc"> 
     105 
     106<p> 
     107Incremental Bayes rule.  
     108<p> 
     109<dl compact><dt><b>Parameters:</b></dt><dd> 
     110  <table border="0" cellspacing="2" cellpadding="0"> 
     111    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr> 
     112  </table> 
     113</dl> 
     114 
     115</div> 
     116</div><p> 
     117<hr>The documentation for this class was generated from the following files:<ul> 
    70118<li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a><li>work/mixpp/bdm/estim/libKF.cpp</ul> 
    71 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:21 2008 for mixpp by&nbsp; 
     119<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    72120<a href="http://www.doxygen.org/index.html"> 
    73121<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classMemDS-members.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    3031  <tr class="memlist"><td><a class="el" href="classMemDS.html#b120ed178f7c848f1227c928d8a79be8">write</a>(vec &amp;ut)</td><td><a class="el" href="classMemDS.html">MemDS</a></td><td><code> [inline]</code></td></tr> 
    3132  <tr class="memlist"><td><a class="el" href="classMemDS.html#6279bf18d44343750747ecc12e050f09">write</a>(vec &amp;ut, ivec &amp;indexes)</td><td><a class="el" href="classMemDS.html">MemDS</a></td><td><code> [inline]</code></td></tr> 
    32 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:21 2008 for mixpp by&nbsp; 
     33</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    3334<a href="http://www.doxygen.org/index.html"> 
    3435<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classMemDS.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    7071&nbsp;</td><td class="memItemRight" valign="bottom"><b>MemDS</b> (mat &amp;Dat, ivec &amp;rowid, ivec &amp;delays)</td></tr> 
    7172 
     73<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1012025a1a3a1fdd24aa48698a3d3454"></a><!-- doxytag: member="MemDS::Drv" ref="1012025a1a3a1fdd24aa48698a3d3454" args="" --> 
     75<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">Drv</a></td></tr> 
     76 
     77<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observed variables, returned by <code><a class="el" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata()</a></code>. <br></td></tr> 
     78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a88ffaeb3c7c2cf30c69bc41a000629"></a><!-- doxytag: member="MemDS::Urv" ref="0a88ffaeb3c7c2cf30c69bc41a000629" args="" --> 
     79<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">Urv</a></td></tr> 
     80 
     81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Action variables, accepted by <code><a class="el" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write()</a></code>. <br></td></tr> 
    7282</table> 
    7383<hr><a name="_details"></a><h2>Detailed Description</h2> 
     
    111121<hr>The documentation for this class was generated from the following files:<ul> 
    112122<li>work/mixpp/bdm/stat/<a class="el" href="libDS_8h-source.html">libDS.h</a><li>work/mixpp/bdm/stat/libDS.cpp</ul> 
    113 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:21 2008 for mixpp by&nbsp; 
     123<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    114124<a href="http://www.doxygen.org/index.html"> 
    115125<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classPF-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2122</div> 
    2223<h1>PF Member List</h1>This is the complete list of members for <a class="el" href="classPF.html">PF</a>, including all inherited members.<p><table> 
    23   <tr class="memlist"><td><a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">bayes</a>(const vec &amp;dt, bool evell)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [inline, virtual]</code></td></tr> 
     24  <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
     25  <tr bgcolor="#f0f0f0"><td><b>bayes</b>(const vec &amp;dt, bool evell) (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [inline]</code></td></tr> 
     26  <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &amp;dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 
    2427  <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    2528  <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> 
     29  <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    2630  <tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    2731  <tr bgcolor="#f0f0f0"><td><b>n</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr> 
     
    3034  <tr bgcolor="#f0f0f0"><td><b>URNG</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr> 
    3135  <tr bgcolor="#f0f0f0"><td><b>w</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr> 
    32 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:21 2008 for mixpp by&nbsp; 
     36</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    3337<a href="http://www.doxygen.org/index.html"> 
    3438<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classPF.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    5152&nbsp;</td><td class="memItemRight" valign="bottom"><b>PF</b> (vec w)</td></tr> 
    5253 
    53 <tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">bayes</a> (const vec &amp;dt, bool evell)</td></tr> 
     54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eb06bd7d4325f22f54233967295793b9"></a><!-- doxytag: member="PF::bayes" ref="eb06bd7d4325f22f54233967295793b9" args="(const vec &amp;dt, bool evell)" --> 
     55void&nbsp;</td><td class="memItemRight" valign="bottom"><b>bayes</b> (const vec &amp;dt, bool evell)</td></tr> 
    5456 
    55 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#eb06bd7d4325f22f54233967295793b9"></a><br></td></tr> 
     57<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &amp;dt)=0</td></tr> 
     58 
     59<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 
     60<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="PF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 
     61void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 
     62 
     63<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="PF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 
     65<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> 
     66 
     67<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 
     68<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 
     69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="PF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 
     70double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 
     71 
     72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="PF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 
     74bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 
     75 
     76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 
    5677<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    5778<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="PF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" --> 
     
    6990<p> 
    7091Bayesian Filtering equations hold. <hr><h2>Member Function Documentation</h2> 
    71 <a class="anchor" name="eb06bd7d4325f22f54233967295793b9"></a><!-- doxytag: member="PF::bayes" ref="eb06bd7d4325f22f54233967295793b9" args="(const vec &amp;dt, bool evell)" --> 
     92<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="PF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" --> 
    7293<div class="memitem"> 
    7394<div class="memproto"> 
    7495      <table class="memname"> 
    7596        <tr> 
    76           <td class="memname">void PF::bayes           </td> 
     97          <td class="memname">virtual void BM::bayes           </td> 
    7798          <td>(</td> 
    7899          <td class="paramtype">const vec &amp;&nbsp;</td> 
    79           <td class="paramname"> <em>dt</em>, </td> 
    80         </tr> 
    81         <tr> 
    82           <td class="paramkey"></td> 
    83           <td></td> 
    84           <td class="paramtype">bool&nbsp;</td> 
    85           <td class="paramname"> <em>evall</em></td><td>&nbsp;</td> 
    86         </tr> 
    87         <tr> 
    88           <td></td> 
    89           <td>)</td> 
    90           <td></td><td></td><td width="100%"><code> [inline, virtual]</code></td> 
     100          <td class="paramname"> <em>dt</em>          </td> 
     101          <td>&nbsp;)&nbsp;</td> 
     102          <td width="100%"><code> [pure virtual, inherited]</code></td> 
    91103        </tr> 
    92104      </table> 
     
    100112  <table border="0" cellspacing="2" cellpadding="0"> 
    101113    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr> 
    102     <tr><td valign="top"></td><td valign="top"><em>evall</em>&nbsp;</td><td>If true, the filter will compute likelihood of the data record and store it in <code>ll</code> </td></tr> 
    103114  </table> 
    104115</dl> 
    105  
    106 <p>Implements <a class="el" href="classBM.html#c52edf4ad6e1dff9bf64b9e1e0cfb1f0">BM</a>.</p> 
    107  
    108 <p>Reimplemented in <a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">TrivialPF</a>.</p> 
    109116 
    110117</div> 
     
    112119<hr>The documentation for this class was generated from the following files:<ul> 
    113120<li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a><li>work/mixpp/bdm/estim/libPF.cpp</ul> 
    114 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:21 2008 for mixpp by&nbsp; 
     121<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    115122<a href="http://www.doxygen.org/index.html"> 
    116123<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classRV-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    3334  <tr class="memlist"><td><a class="el" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a">subt</a>(RV rv2)</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr> 
    3435  <tr class="memlist"><td><a class="el" href="classRV.html#e0a158d53ab9430627241f844f4c9a60">t</a>(int delta)</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr> 
    35 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:21 2008 for mixpp by&nbsp; 
     36</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:45 2008 for mixpp by&nbsp; 
    3637<a href="http://www.doxygen.org/index.html"> 
    3738<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classRV.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    8586More?... <hr>The documentation for this class was generated from the following files:<ul> 
    8687<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a><li>work/mixpp/bdm/stat/libBM.cpp</ul> 
    87 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:21 2008 for mixpp by&nbsp; 
     88<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:45 2008 for mixpp by&nbsp; 
    8889<a href="http://www.doxygen.org/index.html"> 
    8990<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classTrivialPF-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2122</div> 
    2223<h1>TrivialPF Member List</h1>This is the complete list of members for <a class="el" href="classTrivialPF.html">TrivialPF</a>, including all inherited members.<p><table> 
    23   <tr class="memlist"><td><a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">bayes</a>(const vec &amp;dt, bool evalll)</td><td><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td><code> [virtual]</code></td></tr> 
     24  <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
     25  <tr bgcolor="#f0f0f0"><td><b>bayes</b>(const vec &amp;dt, bool evalll) (defined in <a class="el" href="classTrivialPF.html">TrivialPF</a>)</td><td><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td></td></tr> 
     26  <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &amp;dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 
    2427  <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    2528  <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> 
     29  <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    2630  <tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    2731  <tr bgcolor="#f0f0f0"><td><b>n</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr> 
    2832  <tr bgcolor="#f0f0f0"><td><b>PF</b>(vec w) (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td></td></tr> 
    2933  <tr class="memlist"><td><a class="el" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19">resample</a>(RESAMPLING_METHOD method=SYSTEMATIC)</td><td><a class="el" href="classPF.html">PF</a></td><td></td></tr> 
    30   <tr bgcolor="#f0f0f0"><td><b>TrivialPF</b>(mpdf &amp;par, mpdf &amp;obs, mpdf &amp;prop, int n0) (defined in <a class="el" href="classTrivialPF.html">TrivialPF</a>)</td><td><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td></td></tr> 
     34  <tr bgcolor="#f0f0f0"><td><b>TrivialPF</b>(mpdf &amp;par, mpdf &amp;obs, BM &amp;prop, int n0) (defined in <a class="el" href="classTrivialPF.html">TrivialPF</a>)</td><td><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td></td></tr> 
    3135  <tr bgcolor="#f0f0f0"><td><b>TrivialPF</b>(mpdf &amp;par, mpdf &amp;obs, int n0) (defined in <a class="el" href="classTrivialPF.html">TrivialPF</a>)</td><td><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td></td></tr> 
    3236  <tr bgcolor="#f0f0f0"><td><b>URNG</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr> 
    3337  <tr bgcolor="#f0f0f0"><td><b>w</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr> 
    34 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:22 2008 for mixpp by&nbsp; 
     38</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:46 2008 for mixpp by&nbsp; 
    3539<a href="http://www.doxygen.org/index.html"> 
    3640<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classTrivialPF.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    3738<p><center><img src="classTrivialPF__coll__graph.png" border="0" usemap="#TrivialPF__coll__map" alt="Collaboration graph"></center> 
    3839<map name="TrivialPF__coll__map"> 
    39 <area shape="rect" href="classPF.html" title="A Particle Filter prototype." alt="" coords="8,119,45,145"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="69,119,125,145"><area shape="rect" title="prop\nobs\npar" alt="" coords="89,143,97,151"><area shape="rect" title="prop\nobs\npar" alt="" coords="65,245,73,253"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="79,7,116,33"><area shape="rect" title="rv\nrvc" alt="" coords="93,31,101,39"><area shape="rect" title="rv\nrvc" alt="" coords="93,115,101,123"></map> 
     40<area shape="rect" href="classPF.html" title="A Particle Filter prototype." alt="" coords="56,119,93,145"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="17,7,60,33"><area shape="rect" title="prop" alt="" coords="28,31,36,39"><area shape="rect" title="prop" alt="" coords="59,227,67,235"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="117,119,173,145"><area shape="rect" title="obs\npar" alt="" coords="132,143,140,151"><area shape="rect" title="obs\npar" alt="" coords="79,227,87,235"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="127,7,164,33"><area shape="rect" title="rv\nrvc" alt="" coords="141,31,149,39"><area shape="rect" title="rv\nrvc" alt="" coords="141,115,149,123"></map> 
    4041<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    4142 
     
    4445<tr><td></td></tr> 
    4546<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    46 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e6d9e3506da221a10a517bd5712b5a84"></a><!-- doxytag: member="TrivialPF::TrivialPF" ref="e6d9e3506da221a10a517bd5712b5a84" args="(mpdf &amp;par, mpdf &amp;obs, mpdf &amp;prop, int n0)" --> 
    47 &nbsp;</td><td class="memItemRight" valign="bottom"><b>TrivialPF</b> (<a class="el" href="classmpdf.html">mpdf</a> &amp;par, <a class="el" href="classmpdf.html">mpdf</a> &amp;obs, <a class="el" href="classmpdf.html">mpdf</a> &amp;prop, int n0)</td></tr> 
     47<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5a420747532e24b25cb0d835288795b"></a><!-- doxytag: member="TrivialPF::TrivialPF" ref="c5a420747532e24b25cb0d835288795b" args="(mpdf &amp;par, mpdf &amp;obs, BM &amp;prop, int n0)" --> 
     48&nbsp;</td><td class="memItemRight" valign="bottom"><b>TrivialPF</b> (<a class="el" href="classmpdf.html">mpdf</a> &amp;par, <a class="el" href="classmpdf.html">mpdf</a> &amp;obs, <a class="el" href="classBM.html">BM</a> &amp;prop, int n0)</td></tr> 
    4849 
    4950<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="59fc4c55a2d5fbb6bc9a17a9dd9a2e13"></a><!-- doxytag: member="TrivialPF::TrivialPF" ref="59fc4c55a2d5fbb6bc9a17a9dd9a2e13" args="(mpdf &amp;par, mpdf &amp;obs, int n0)" --> 
    5051&nbsp;</td><td class="memItemRight" valign="bottom"><b>TrivialPF</b> (<a class="el" href="classmpdf.html">mpdf</a> &amp;par, <a class="el" href="classmpdf.html">mpdf</a> &amp;obs, int n0)</td></tr> 
    5152 
    52 <tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">bayes</a> (const vec &amp;dt, bool evalll)</td></tr> 
     53<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="77a92bf054d763f806d27fc37a058389"></a><!-- doxytag: member="TrivialPF::bayes" ref="77a92bf054d763f806d27fc37a058389" args="(const vec &amp;dt, bool evalll)" --> 
     54void&nbsp;</td><td class="memItemRight" valign="bottom"><b>bayes</b> (const vec &amp;dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>)</td></tr> 
    5355 
    54 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#77a92bf054d763f806d27fc37a058389"></a><br></td></tr> 
     56<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0e26b2f6a5884aca49122f3e4f0cf19"></a><!-- doxytag: member="TrivialPF::resample" ref="a0e26b2f6a5884aca49122f3e4f0cf19" args="(RESAMPLING_METHOD method=SYSTEMATIC)" --> 
     57ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19">resample</a> (RESAMPLING_METHOD method=SYSTEMATIC)</td></tr> 
     58 
     59<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.). <br></td></tr> 
     60<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &amp;dt)=0</td></tr> 
     61 
     62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 
     63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="TrivialPF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 
     64void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 
     65 
     66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="TrivialPF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 
     68<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> 
     69 
     70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 
     71<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 
     72<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="TrivialPF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 
     73double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 
     74 
     75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="TrivialPF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 
     77bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 
     78 
     79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 
     80<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="TrivialPF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" --> 
     82int&nbsp;</td><td class="memItemRight" valign="bottom"><b>n</b></td></tr> 
     83 
     84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6bc92f7979af4513b06b161497ba868"></a><!-- doxytag: member="TrivialPF::w" ref="f6bc92f7979af4513b06b161497ba868" args="" --> 
     85vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>w</b></td></tr> 
     86 
     87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3568ca7c3b3175d98b548f496b4c34dd"></a><!-- doxytag: member="TrivialPF::URNG" ref="3568ca7c3b3175d98b548f496b4c34dd" args="" --> 
     88Uniform_RNG&nbsp;</td><td class="memItemRight" valign="bottom"><b>URNG</b></td></tr> 
     89 
    5590</table> 
    5691<hr><a name="_details"></a><h2>Detailed Description</h2> 
    5792Trivial particle filter with proposal density that is not conditioned on the data. <hr><h2>Member Function Documentation</h2> 
    58 <a class="anchor" name="77a92bf054d763f806d27fc37a058389"></a><!-- doxytag: member="TrivialPF::bayes" ref="77a92bf054d763f806d27fc37a058389" args="(const vec &amp;dt, bool evalll)" --> 
     93<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="TrivialPF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" --> 
    5994<div class="memitem"> 
    6095<div class="memproto"> 
    6196      <table class="memname"> 
    6297        <tr> 
    63           <td class="memname">void TrivialPF::bayes           </td> 
     98          <td class="memname">virtual void BM::bayes           </td> 
    6499          <td>(</td> 
    65100          <td class="paramtype">const vec &amp;&nbsp;</td> 
    66           <td class="paramname"> <em>dt</em>, </td> 
    67         </tr> 
    68         <tr> 
    69           <td class="paramkey"></td> 
    70           <td></td> 
    71           <td class="paramtype">bool&nbsp;</td> 
    72           <td class="paramname"> <em>evall</em></td><td>&nbsp;</td> 
    73         </tr> 
    74         <tr> 
    75           <td></td> 
    76           <td>)</td> 
    77           <td></td><td></td><td width="100%"><code> [virtual]</code></td> 
     101          <td class="paramname"> <em>dt</em>          </td> 
     102          <td>&nbsp;)&nbsp;</td> 
     103          <td width="100%"><code> [pure virtual, inherited]</code></td> 
    78104        </tr> 
    79105      </table> 
     
    87113  <table border="0" cellspacing="2" cellpadding="0"> 
    88114    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr> 
    89     <tr><td valign="top"></td><td valign="top"><em>evall</em>&nbsp;</td><td>If true, the filter will compute likelihood of the data record and store it in <code>ll</code> </td></tr> 
    90115  </table> 
    91116</dl> 
    92  
    93 <p>Reimplemented from <a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">PF</a>.</p> 
    94117 
    95118</div> 
     
    97120<hr>The documentation for this class was generated from the following files:<ul> 
    98121<li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a><li>work/mixpp/bdm/estim/libPF.cpp</ul> 
    99 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:22 2008 for mixpp by&nbsp; 
     122<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:46 2008 for mixpp by&nbsp; 
    100123<a href="http://www.doxygen.org/index.html"> 
    101124<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classTrivialPF__coll__graph.map

    r23 r28  
    1 <area shape="rect" href="$classPF.html" title="A Particle Filter prototype." alt="" coords="8,119,45,145"> 
    2 <area shape="rect" href="$classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"> 
    3 <area shape="rect" href="$classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="69,119,125,145"> 
    4 <area shape="rect" title="prop\nobs\npar" alt="" coords="89,143,97,151"> 
    5 <area shape="rect" title="prop\nobs\npar" alt="" coords="65,245,73,253"> 
    6 <area shape="rect" href="$classRV.html" title="Class representing variables, most often random variables." alt="" coords="79,7,116,33"> 
    7 <area shape="rect" title="rv\nrvc" alt="" coords="93,31,101,39"> 
    8 <area shape="rect" title="rv\nrvc" alt="" coords="93,115,101,123"> 
     1<area shape="rect" href="$classPF.html" title="A Particle Filter prototype." alt="" coords="56,119,93,145"> 
     2<area shape="rect" href="$classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="17,7,60,33"> 
     3<area shape="rect" title="prop" alt="" coords="28,31,36,39"> 
     4<area shape="rect" title="prop" alt="" coords="59,227,67,235"> 
     5<area shape="rect" href="$classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="117,119,173,145"> 
     6<area shape="rect" title="obs\npar" alt="" coords="132,143,140,151"> 
     7<area shape="rect" title="obs\npar" alt="" coords="79,227,87,235"> 
     8<area shape="rect" href="$classRV.html" title="Class representing variables, most often random variables." alt="" coords="127,7,164,33"> 
     9<area shape="rect" title="rv\nrvc" alt="" coords="141,31,149,39"> 
     10<area shape="rect" title="rv\nrvc" alt="" coords="141,115,149,123"> 
  • doc/html/classTrivialPF__coll__graph.md5

    r23 r28  
    1 6c68223e40f77452ac769094ee74c41c 
     113a92e808324a6ca95a65924a5935ad1 
  • doc/html/classbilinfn-members.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    3132  <tr bgcolor="#f0f0f0"><td><b>dimu</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 
    3233  <tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 
    33   <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 
     34  <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classfnc.html">fnc</a>)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [protected]</code></td></tr> 
    3435  <tr class="memlist"><td><a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">eval</a>(const vec &amp;x0, const vec &amp;u0)</td><td><a class="el" href="classbilinfn.html">bilinfn</a></td><td><code> [inline, virtual]</code></td></tr> 
    3536  <tr class="memlist"><td><a class="el" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">diffbifn::eval</a>(const vec &amp;cond)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [inline, virtual]</code></td></tr> 
    3637  <tr bgcolor="#f0f0f0"><td><b>rvu</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 
    3738  <tr bgcolor="#f0f0f0"><td><b>rvx</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 
    38 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     39</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    3940<a href="http://www.doxygen.org/index.html"> 
    4041<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classbilinfn.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    6162 
    6263<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates <img class="formulaInl" alt="$A=\frac{d}{du}f(x,u)|_{x0,u0}$" src="form_2.png"> and writes result into <code>A</code> .  <a href="#90f2b15612b14883d6ed2b0e295cb82b"></a><br></td></tr> 
     64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ad7673e16aa1a046b131b24c731c4632"></a><!-- doxytag: member="bilinfn::eval" ref="ad7673e16aa1a046b131b24c731c4632" args="(const vec &amp;cond)" --> 
     65vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">eval</a> (const vec &amp;cond)</td></tr> 
     66 
     67<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ). <br></td></tr> 
     68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="436de7a7301ea9eac7d6081b893bbf57"></a><!-- doxytag: member="bilinfn::_dimx" ref="436de7a7301ea9eac7d6081b893bbf57" args="() const " --> 
     69int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classdiffbifn.html#436de7a7301ea9eac7d6081b893bbf57">_dimx</a> () const </td></tr> 
     70 
     71<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     72<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc8779acbff170611aff0ee70cee3879"></a><!-- doxytag: member="bilinfn::_dimu" ref="fc8779acbff170611aff0ee70cee3879" args="() const " --> 
     73int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879">_dimu</a> () const </td></tr> 
     74 
     75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8891973d0ca48ce38e1886df45ca298"></a><!-- doxytag: member="bilinfn::_dimy" ref="a8891973d0ca48ce38e1886df45ca298" args="() const " --> 
     77int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a> () const </td></tr> 
     78 
     79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     80<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bcf96b86250c3cbd465ba5ee62474b75"></a><!-- doxytag: member="bilinfn::rvx" ref="bcf96b86250c3cbd465ba5ee62474b75" args="" --> 
     82<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rvx</b></td></tr> 
     83 
     84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c41c74c7942dba51ef0b0bfed963447d"></a><!-- doxytag: member="bilinfn::rvu" ref="c41c74c7942dba51ef0b0bfed963447d" args="" --> 
     85<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rvu</b></td></tr> 
     86 
     87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6918bc0a9dad656b4cddc028137eb78"></a><!-- doxytag: member="bilinfn::dimx" ref="f6918bc0a9dad656b4cddc028137eb78" args="" --> 
     88int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> 
     89 
     90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2e07ce491e973f03d763e37624d0fe79"></a><!-- doxytag: member="bilinfn::dimu" ref="2e07ce491e973f03d763e37624d0fe79" args="" --> 
     91int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> 
     92 
     93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22d51d10a7901331167f64f80d1af8e9"></a><!-- doxytag: member="bilinfn::dimy" ref="22d51d10a7901331167f64f80d1af8e9" args="" --> 
     94int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 
     95 
    6396</table> 
    6497<hr><a name="_details"></a><h2>Detailed Description</h2> 
     
    166199<hr>The documentation for this class was generated from the following files:<ul> 
    167200<li>work/mixpp/bdm/stat/<a class="el" href="libFN_8h-source.html">libFN.h</a><li>work/mixpp/bdm/stat/libFN.cpp</ul> 
    168 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     201<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    169202<a href="http://www.doxygen.org/index.html"> 
    170203<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classconstfn-members.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2324  <tr class="memlist"><td><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a>() const </td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline]</code></td></tr> 
    2425  <tr class="memlist"><td><a class="el" href="classconstfn.html#d08acd7fac0ef3edfa59bbe48403f2bc">constfn</a>(const vec &amp;val0)</td><td><a class="el" href="classconstfn.html">constfn</a></td><td><code> [inline]</code></td></tr> 
     26  <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classfnc.html">fnc</a>)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [protected]</code></td></tr> 
    2527  <tr bgcolor="#f0f0f0"><td><b>eval</b>() (defined in <a class="el" href="classconstfn.html">constfn</a>)</td><td><a class="el" href="classconstfn.html">constfn</a></td><td><code> [inline]</code></td></tr> 
    2628  <tr bgcolor="#f0f0f0"><td><b>eval</b>(vec &amp;cond) (defined in <a class="el" href="classconstfn.html">constfn</a>)</td><td><a class="el" href="classconstfn.html">constfn</a></td><td><code> [inline]</code></td></tr> 
    2729  <tr class="memlist"><td><a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc::eval</a>(const vec &amp;cond)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr> 
    28 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:17 2008 for mixpp by&nbsp; 
     30</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by&nbsp; 
    2931<a href="http://www.doxygen.org/index.html"> 
    3032<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classconstfn.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    5455 
    5556<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
     57<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fad2e6cb35909a165ec5a53def4a18c"></a><!-- doxytag: member="constfn::eval" ref="7fad2e6cb35909a165ec5a53def4a18c" args="(const vec &amp;cond)" --> 
     58virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">eval</a> (const vec &amp;cond)</td></tr> 
     59 
     60<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">function evaluates numerical value of $f(x)$ at $x=cond$ <br></td></tr> 
     61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8891973d0ca48ce38e1886df45ca298"></a><!-- doxytag: member="constfn::_dimy" ref="a8891973d0ca48ce38e1886df45ca298" args="() const " --> 
     62int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a> () const </td></tr> 
     63 
     64<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     65<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22d51d10a7901331167f64f80d1af8e9"></a><!-- doxytag: member="constfn::dimy" ref="22d51d10a7901331167f64f80d1af8e9" args="" --> 
     67int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 
     68 
    5669</table> 
    5770<hr><a name="_details"></a><h2>Detailed Description</h2> 
    5871class representing function $f(x) = a$, here rv is empty <hr>The documentation for this class was generated from the following file:<ul> 
    5972<li>work/mixpp/bdm/stat/<a class="el" href="libFN_8h-source.html">libFN.h</a></ul> 
    60 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:17 2008 for mixpp by&nbsp; 
     73<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by&nbsp; 
    6174<a href="http://www.doxygen.org/index.html"> 
    6275<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classdiffbifn-members.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2930  <tr bgcolor="#f0f0f0"><td><b>dimu</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 
    3031  <tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 
    31   <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 
     32  <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classfnc.html">fnc</a>)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [protected]</code></td></tr> 
    3233  <tr class="memlist"><td><a class="el" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">eval</a>(const vec &amp;cond)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [inline, virtual]</code></td></tr> 
    3334  <tr class="memlist"><td><a class="el" href="classdiffbifn.html#40d8a7eee45acc55cda33d43282faa03">eval</a>(const vec &amp;x0, const vec &amp;u0)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [inline, virtual]</code></td></tr> 
    3435  <tr bgcolor="#f0f0f0"><td><b>rvu</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 
    3536  <tr bgcolor="#f0f0f0"><td><b>rvx</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 
    36 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:17 2008 for mixpp by&nbsp; 
     37</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by&nbsp; 
    3738<a href="http://www.doxygen.org/index.html"> 
    3839<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classdiffbifn.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    7071 
    7172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8891973d0ca48ce38e1886df45ca298"></a><!-- doxytag: member="diffbifn::_dimy" ref="a8891973d0ca48ce38e1886df45ca298" args="() const " --> 
     74int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a> () const </td></tr> 
     75 
     76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    7277<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    7378<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bcf96b86250c3cbd465ba5ee62474b75"></a><!-- doxytag: member="diffbifn::rvx" ref="bcf96b86250c3cbd465ba5ee62474b75" args="" --> 
     
    8388int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> 
    8489 
    85 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ed8ce97123e01c7636dcbbb63ea8461"></a><!-- doxytag: member="diffbifn::dimy" ref="9ed8ce97123e01c7636dcbbb63ea8461" args="" --> 
     90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22d51d10a7901331167f64f80d1af8e9"></a><!-- doxytag: member="diffbifn::dimy" ref="22d51d10a7901331167f64f80d1af8e9" args="" --> 
    8691int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 
    8792 
     
    194199<hr>The documentation for this class was generated from the following file:<ul> 
    195200<li>work/mixpp/bdm/stat/<a class="el" href="libFN_8h-source.html">libFN.h</a></ul> 
    196 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:17 2008 for mixpp by&nbsp; 
     201<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by&nbsp; 
    197202<a href="http://www.doxygen.org/index.html"> 
    198203<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classeEF-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2526  <tr class="memlist"><td><a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">sample</a>()=0</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [pure virtual]</code></td></tr> 
    2627  <tr bgcolor="#f0f0f0"><td><b>tupdate</b>(double phi, mat &amp;vbar, double nubar) (defined in <a class="el" href="classeEF.html">eEF</a>)</td><td><a class="el" href="classeEF.html">eEF</a></td><td><code> [inline, virtual]</code></td></tr> 
    27 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:17 2008 for mixpp by&nbsp; 
     28</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by&nbsp; 
    2829<a href="http://www.doxygen.org/index.html"> 
    2930<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classeEF.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    5051virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>dupdate</b> (mat &amp;v, double nu=1.0)</td></tr> 
    5152 
     53<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">sample</a> ()=0</td></tr> 
     54 
     55<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.  <a href="#7f74d871d50b9ff360f1b3879092a9fa"></a><br></td></tr> 
     56<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f333ceeb88ebc37d81fcd4cea4526bfc"></a><!-- doxytag: member="eEF::eval" ref="f333ceeb88ebc37d81fcd4cea4526bfc" args="(const vec &amp;val)" --> 
     57virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">eval</a> (const vec &amp;val)</td></tr> 
     58 
     59<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr> 
    5260</table> 
    5361<hr><a name="_details"></a><h2>Detailed Description</h2> 
    5462General conjugate exponential family posterior density.  
    5563<p> 
    56 More?... <hr>The documentation for this class was generated from the following file:<ul> 
     64More?... <hr><h2>Member Function Documentation</h2> 
     65<a class="anchor" name="7f74d871d50b9ff360f1b3879092a9fa"></a><!-- doxytag: member="eEF::sample" ref="7f74d871d50b9ff360f1b3879092a9fa" args="()=0" --> 
     66<div class="memitem"> 
     67<div class="memproto"> 
     68      <table class="memname"> 
     69        <tr> 
     70          <td class="memname">virtual vec epdf::sample           </td> 
     71          <td>(</td> 
     72          <td class="paramname">          </td> 
     73          <td>&nbsp;)&nbsp;</td> 
     74          <td width="100%"><code> [pure virtual, inherited]</code></td> 
     75        </tr> 
     76      </table> 
     77</div> 
     78<div class="memdoc"> 
     79 
     80<p> 
     81Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.  
     82<p> 
     83Returns a sample from the density, <img class="formulaInl" alt="$x \sim epdf(rv)$" src="form_3.png">  
     84<p>Implemented in <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm&lt; sq_T &gt;</a>.</p> 
     85 
     86</div> 
     87</div><p> 
     88<hr>The documentation for this class was generated from the following file:<ul> 
    5789<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 
    58 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:17 2008 for mixpp by&nbsp; 
     90<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by&nbsp; 
    5991<a href="http://www.doxygen.org/index.html"> 
    6092<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classenorm-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    3132  <tr class="memlist"><td><a class="el" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a">tupdate</a>(double phi, mat &amp;vbar, double nubar)</td><td><a class="el" href="classenorm.html">enorm&lt; sq_T &gt;</a></td><td><code> [inline, virtual]</code></td></tr> 
    3233  <tr class="memlist"><td><a class="el" href="classenorm.html#2a1a522504c7788dfd7fb733157ee39e">tupdate</a>()</td><td><a class="el" href="classenorm.html">enorm&lt; sq_T &gt;</a></td><td></td></tr> 
    33 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:19 2008 for mixpp by&nbsp; 
     34</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by&nbsp; 
    3435<a href="http://www.doxygen.org/index.html"> 
    3536<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classenorm.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    111112<hr>The documentation for this class was generated from the following file:<ul> 
    112113<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 
    113 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:19 2008 for mixpp by&nbsp; 
     114<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by&nbsp; 
    114115<a href="http://www.doxygen.org/index.html"> 
    115116<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classepdf-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2324  <tr class="memlist"><td><a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">eval</a>(const vec &amp;val)</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline, virtual]</code></td></tr> 
    2425  <tr class="memlist"><td><a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">sample</a>()=0</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [pure virtual]</code></td></tr> 
    25 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:19 2008 for mixpp by&nbsp; 
     26</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    2627<a href="http://www.doxygen.org/index.html"> 
    2728<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classepdf.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    7980<hr>The documentation for this class was generated from the following file:<ul> 
    8081<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> 
    81 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:19 2008 for mixpp by&nbsp; 
     82<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by&nbsp; 
    8283<a href="http://www.doxygen.org/index.html"> 
    8384<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classfnc-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2223<h1>fnc Member List</h1>This is the complete list of members for <a class="el" href="classfnc.html">fnc</a>, including all inherited members.<p><table> 
    2324  <tr class="memlist"><td><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a>() const </td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline]</code></td></tr> 
     25  <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classfnc.html">fnc</a>)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [protected]</code></td></tr> 
    2426  <tr class="memlist"><td><a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">eval</a>(const vec &amp;cond)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr> 
    25 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:19 2008 for mixpp by&nbsp; 
     27</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    2628<a href="http://www.doxygen.org/index.html"> 
    2729<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classfnc.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    4546 
    4647<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     48<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     49<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22d51d10a7901331167f64f80d1af8e9"></a><!-- doxytag: member="fnc::dimy" ref="22d51d10a7901331167f64f80d1af8e9" args="" --> 
     50int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 
     51 
    4752</table> 
    4853<hr><a name="_details"></a><h2>Detailed Description</h2> 
    4954Class representing function $f(x)$ of variable $x$ represented by <code>rv</code>. <hr>The documentation for this class was generated from the following file:<ul> 
    5055<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> 
    51 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:19 2008 for mixpp by&nbsp; 
     56<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    5257<a href="http://www.doxygen.org/index.html"> 
    5358<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classfsqmat-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2425  <tr class="memlist"><td><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a>() const </td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [inline]</code></td></tr> 
    2526  <tr bgcolor="#f0f0f0"><td><b>dim</b> (defined in <a class="el" href="classsqmat.html">sqmat</a>)</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [protected]</code></td></tr> 
    26   <tr bgcolor="#f0f0f0"><td><b>fsqmat</b>() (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline]</code></td></tr> 
     27  <tr bgcolor="#f0f0f0"><td><b>fsqmat</b>() (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 
    2728  <tr class="memlist"><td><a class="el" href="classfsqmat.html#1929fbc9fe375f1d67f979d0d302336f">fsqmat</a>(const mat &amp;M)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 
    28   <tr bgcolor="#f0f0f0"><td><b>inv</b>(fsqmat &amp;Inv) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 
    29   <tr class="memlist"><td><a class="el" href="classfsqmat.html#788423cc2679620dd6da8d2fca2e3e4d">inv</a>(fsqmat *Inv)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr> 
     29  <tr class="memlist"><td><a class="el" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">inv</a>(fsqmat &amp;Inv)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr> 
    3030  <tr class="memlist"><td><a class="el" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">logdet</a>()</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr> 
    3131  <tr bgcolor="#f0f0f0"><td><b>M</b> (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [protected]</code></td></tr> 
     
    4040  <tr class="memlist"><td><a class="el" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3">sqrt_mult</a>(vec &amp;v)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr> 
    4141  <tr class="memlist"><td><a class="el" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8">to_mat</a>()</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr> 
    42 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:20 2008 for mixpp by&nbsp; 
     42</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    4343<a href="http://www.doxygen.org/index.html"> 
    4444<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classfsqmat.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    5657void&nbsp;</td><td class="memItemRight" valign="bottom"><b>mult_sym</b> (const mat &amp;C, <a class="el" href="classfsqmat.html">fsqmat</a> &amp;U, bool trans=false)</td></tr> 
    5758 
    58 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9fa853e1ca28f2a1a1c43377e798ecb1"></a><!-- doxytag: member="fsqmat::inv" ref="9fa853e1ca28f2a1a1c43377e798ecb1" args="(fsqmat &amp;Inv)" --> 
    59 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>inv</b> (<a class="el" href="classfsqmat.html">fsqmat</a> &amp;Inv)</td></tr> 
    60  
    6159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfa4c359483d2322f32d1d50050f8ac4"></a><!-- doxytag: member="fsqmat::clear" ref="cfa4c359483d2322f32d1d50050f8ac4" args="()" --> 
    6260void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4">clear</a> ()</td></tr> 
     
    6765 
    6866<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr> 
    69 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#788423cc2679620dd6da8d2fca2e3e4d">inv</a> (<a class="el" href="classfsqmat.html">fsqmat</a> *Inv)</td></tr> 
    70  
    71 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix inversion preserving the chosen form.  <a href="#788423cc2679620dd6da8d2fca2e3e4d"></a><br></td></tr> 
     67<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">inv</a> (<a class="el" href="classfsqmat.html">fsqmat</a> &amp;Inv)</td></tr> 
     68 
     69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix inversion preserving the chosen form.  <a href="#9fa853e1ca28f2a1a1c43377e798ecb1"></a><br></td></tr> 
    7270<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf212272ec195ad2706e2bf4d8e7c9b3"></a><!-- doxytag: member="fsqmat::logdet" ref="bf212272ec195ad2706e2bf4d8e7c9b3" args="()" --> 
    7371double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">logdet</a> ()</td></tr> 
     
    9088<a class="el" href="classfsqmat.html">fsqmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>operator *=</b> (double x)</td></tr> 
    9189 
     90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecc2e2540f95a04f4449842588170f5b"></a><!-- doxytag: member="fsqmat::cols" ref="ecc2e2540f95a04f4449842588170f5b" args="() const " --> 
     91int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a> () const </td></tr> 
     92 
     93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols()</a>. <br></td></tr> 
     94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="071e80ced9cc3b8cbb360fa7462eb646"></a><!-- doxytag: member="fsqmat::rows" ref="071e80ced9cc3b8cbb360fa7462eb646" args="() const " --> 
     95int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a> () const </td></tr> 
     96 
     97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols()</a>. <br></td></tr> 
    9298<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    9399<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a7a1fcb9aae19d1e4daddfc9c22ce453"></a><!-- doxytag: member="fsqmat::M" ref="a7a1fcb9aae19d1e4daddfc9c22ce453" args="" --> 
    94100mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>M</b></td></tr> 
     101 
     102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="fsqmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" --> 
     103int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dim</b></td></tr> 
    95104 
    96105</table> 
     
    175184</div> 
    176185</div><p> 
    177 <a class="anchor" name="788423cc2679620dd6da8d2fca2e3e4d"></a><!-- doxytag: member="fsqmat::inv" ref="788423cc2679620dd6da8d2fca2e3e4d" args="(fsqmat *Inv)" --> 
    178 <div class="memitem"> 
    179 <div class="memproto"> 
    180       <table class="memname"> 
    181         <tr> 
    182           <td class="memname">virtual void fsqmat::inv           </td> 
    183           <td>(</td> 
    184           <td class="paramtype"><a class="el" href="classfsqmat.html">fsqmat</a> *&nbsp;</td> 
     186<a class="anchor" name="9fa853e1ca28f2a1a1c43377e798ecb1"></a><!-- doxytag: member="fsqmat::inv" ref="9fa853e1ca28f2a1a1c43377e798ecb1" args="(fsqmat &amp;Inv)" --> 
     187<div class="memitem"> 
     188<div class="memproto"> 
     189      <table class="memname"> 
     190        <tr> 
     191          <td class="memname">void fsqmat::inv           </td> 
     192          <td>(</td> 
     193          <td class="paramtype"><a class="el" href="classfsqmat.html">fsqmat</a> &amp;&nbsp;</td> 
    185194          <td class="paramname"> <em>Inv</em>          </td> 
    186195          <td>&nbsp;)&nbsp;</td> 
     
    226235</div> 
    227236</div><p> 
    228 <hr>The documentation for this class was generated from the following file:<ul> 
    229 <li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a></ul> 
    230 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:20 2008 for mixpp by&nbsp; 
     237<hr>The documentation for this class was generated from the following files:<ul> 
     238<li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a><li>work/mixpp/bdm/math/libDC.cpp<li>work/mixpp/bdm/math/libDC_.cpp</ul> 
     239<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    231240<a href="http://www.doxygen.org/index.html"> 
    232241<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classlinfn-members.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2223<h1>linfn Member List</h1>This is the complete list of members for <a class="el" href="classlinfn.html">linfn</a>, including all inherited members.<p><table> 
    2324  <tr class="memlist"><td><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a>() const </td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline]</code></td></tr> 
     25  <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classfnc.html">fnc</a>)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [protected]</code></td></tr> 
    2426  <tr bgcolor="#f0f0f0"><td><b>eval</b>(vec &amp;cond) (defined in <a class="el" href="classlinfn.html">linfn</a>)</td><td><a class="el" href="classlinfn.html">linfn</a></td><td><code> [inline]</code></td></tr> 
    2527  <tr class="memlist"><td><a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc::eval</a>(const vec &amp;cond)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr> 
     
    2830  <tr bgcolor="#f0f0f0"><td><b>linfn</b>(const RV &amp;rv0, const mat &amp;A0) (defined in <a class="el" href="classlinfn.html">linfn</a>)</td><td><a class="el" href="classlinfn.html">linfn</a></td><td><code> [inline]</code></td></tr> 
    2931  <tr bgcolor="#f0f0f0"><td><b>linfn</b>(const RV &amp;rv0, const mat &amp;A0, const vec &amp;B0) (defined in <a class="el" href="classlinfn.html">linfn</a>)</td><td><a class="el" href="classlinfn.html">linfn</a></td><td><code> [inline]</code></td></tr> 
    30 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:21 2008 for mixpp by&nbsp; 
     32</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    3133<a href="http://www.doxygen.org/index.html"> 
    3234<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classlinfn.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    5960&nbsp;</td><td class="memItemRight" valign="bottom"><b>linfn</b> (const <a class="el" href="classRV.html">RV</a> &amp;rv0, const mat &amp;A0, const vec &amp;B0)</td></tr> 
    6061 
     62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fad2e6cb35909a165ec5a53def4a18c"></a><!-- doxytag: member="linfn::eval" ref="7fad2e6cb35909a165ec5a53def4a18c" args="(const vec &amp;cond)" --> 
     63virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">eval</a> (const vec &amp;cond)</td></tr> 
     64 
     65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">function evaluates numerical value of $f(x)$ at $x=cond$ <br></td></tr> 
     66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8891973d0ca48ce38e1886df45ca298"></a><!-- doxytag: member="linfn::_dimy" ref="a8891973d0ca48ce38e1886df45ca298" args="() const " --> 
     67int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a> () const </td></tr> 
     68 
     69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     70<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22d51d10a7901331167f64f80d1af8e9"></a><!-- doxytag: member="linfn::dimy" ref="22d51d10a7901331167f64f80d1af8e9" args="" --> 
     72int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 
     73 
    6174</table> 
    6275<hr><a name="_details"></a><h2>Detailed Description</h2> 
    6376Class representing function $f(x) = Ax+B$. <hr>The documentation for this class was generated from the following files:<ul> 
    6477<li>work/mixpp/bdm/stat/<a class="el" href="libFN_8h-source.html">libFN.h</a><li>work/mixpp/bdm/stat/libFN.cpp</ul> 
    65 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:21 2008 for mixpp by&nbsp; 
     78<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    6679<a href="http://www.doxygen.org/index.html"> 
    6780<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classmpdf-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2324  <tr bgcolor="#f0f0f0"><td><b>condition</b>(vec &amp;cond) (defined in <a class="el" href="classmpdf.html">mpdf</a>)</td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [inline, virtual]</code></td></tr> 
    2425  <tr class="memlist"><td><a class="el" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">samplecond</a>(vec &amp;cond, double lik)</td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [inline, virtual]</code></td></tr> 
    25 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:21 2008 for mixpp by&nbsp; 
     26</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    2627<a href="http://www.doxygen.org/index.html"> 
    2728<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classmpdf.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    8485<hr>The documentation for this class was generated from the following file:<ul> 
    8586<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> 
    86 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:21 2008 for mixpp by&nbsp; 
     87<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
    8788<a href="http://www.doxygen.org/index.html"> 
    8889<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classsqmat-members.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    3132  <tr class="memlist"><td><a class="el" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2">sqrt_mult</a>(vec &amp;v)=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr> 
    3233  <tr class="memlist"><td><a class="el" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc">to_mat</a>()=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr> 
    33 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:22 2008 for mixpp by&nbsp; 
     34</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:45 2008 for mixpp by&nbsp; 
    3435<a href="http://www.doxygen.org/index.html"> 
    3536<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/classsqmat.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    180181<hr>The documentation for this class was generated from the following file:<ul> 
    181182<li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a></ul> 
    182 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:22 2008 for mixpp by&nbsp; 
     183<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:45 2008 for mixpp by&nbsp; 
    183184<a href="http://www.doxygen.org/index.html"> 
    184185<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/files.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2324  <tr><td class="indexkey">work/mixpp/bdm/stat/<b>libFN.h</b> <a href="libFN_8h-source.html">[code]</a></td><td class="indexvalue"></td></tr> 
    2425</table> 
    25 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:23 2008 for mixpp by&nbsp; 
     26<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:46 2008 for mixpp by&nbsp; 
    2627<a href="http://www.doxygen.org/index.html"> 
    2728<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/functions.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    6364<li>_dimy() 
    6465: <a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">fnc</a> 
     66<li>_epdf() 
     67: <a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">BM</a> 
    6568</ul> 
    6669<h3><a class="anchor" name="index_a">- a -</a></h3><ul> 
     
    7275: <a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">KalmanFull</a> 
    7376, <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman&lt; sq_T &gt;</a> 
    74 , <a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">PF</a> 
    75 , <a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM</a> 
    76 , <a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">TrivialPF</a> 
     77, <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a> 
    7778, <a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">EKF&lt; sq_T &gt;</a> 
    7879<li>bilinfn() 
     
    108109<h3><a class="anchor" name="index_e">- e -</a></h3><ul> 
    109110<li>EKF() 
    110 : <a class="el" href="classEKF.html#ec441d41529eeae4a1309426386b4a10">EKF&lt; sq_T &gt;</a> 
     111: <a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF&lt; sq_T &gt;</a> 
    111112<li>eval() 
    112 : <a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">bilinfn</a> 
     113: <a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc</a> 
     114, <a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">bilinfn</a> 
    113115, <a class="el" href="classdiffbifn.html#40d8a7eee45acc55cda33d43282faa03">diffbifn</a> 
    114116, <a class="el" href="classenorm.html#93107f05a8e9b34b64853767200121a4">enorm&lt; sq_T &gt;</a> 
    115117, <a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">epdf</a> 
    116 , <a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc</a> 
     118<li>evalll 
     119: <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">BM</a> 
    117120</ul> 
    118121<h3><a class="anchor" name="index_f">- f -</a></h3><ul> 
     
    132135: <a class="el" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7">RV</a> 
    133136<li>inv() 
    134 : <a class="el" href="classfsqmat.html#788423cc2679620dd6da8d2fca2e3e4d">fsqmat</a> 
     137: <a class="el" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">fsqmat</a> 
    135138</ul> 
    136139<h3><a class="anchor" name="index_k">- k -</a></h3><ul> 
     
    221224, <a class="el" href="classDS.html#f4ae51a3bc1267a6a52fc229973afe85">DS</a> 
    222225</ul> 
    223 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     226<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    224227<a href="http://www.doxygen.org/index.html"> 
    225228<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/functions_func.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    6162<li>_dimy() 
    6263: <a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">fnc</a> 
     64<li>_epdf() 
     65: <a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">BM</a> 
    6366</ul> 
    6467<h3><a class="anchor" name="index_a">- a -</a></h3><ul> 
     
    7073: <a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">KalmanFull</a> 
    7174, <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman&lt; sq_T &gt;</a> 
    72 , <a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">PF</a> 
    73 , <a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM</a> 
    74 , <a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">TrivialPF</a> 
     75, <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a> 
    7576, <a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">EKF&lt; sq_T &gt;</a> 
    7677<li>bilinfn() 
     
    104105<h3><a class="anchor" name="index_e">- e -</a></h3><ul> 
    105106<li>EKF() 
    106 : <a class="el" href="classEKF.html#ec441d41529eeae4a1309426386b4a10">EKF&lt; sq_T &gt;</a> 
     107: <a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF&lt; sq_T &gt;</a> 
    107108<li>eval() 
    108109: <a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">bilinfn</a> 
     
    128129: <a class="el" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7">RV</a> 
    129130<li>inv() 
    130 : <a class="el" href="classfsqmat.html#788423cc2679620dd6da8d2fca2e3e4d">fsqmat</a> 
     131: <a class="el" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">fsqmat</a> 
    131132</ul> 
    132133<h3><a class="anchor" name="index_k">- k -</a></h3><ul> 
     
    201202, <a class="el" href="classDS.html#f4ae51a3bc1267a6a52fc229973afe85">DS</a> 
    202203</ul> 
    203 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     204<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    204205<a href="http://www.doxygen.org/index.html"> 
    205206<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/functions_rela.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    3435: <a class="el" href="classRV.html#cad6f15535d10437f6690cb4492176a8">RV</a> 
    3536</ul> 
    36 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     37<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    3738<a href="http://www.doxygen.org/index.html"> 
    3839<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/functions_vars.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    3334<li>Drv 
    3435: <a class="el" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">DS</a> 
     36<li>evalll 
     37: <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">BM</a> 
    3538<li>ll 
    3639: <a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">BM</a> 
     
    4447: <a class="el" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">DS</a> 
    4548</ul> 
    46 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     49<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    4750<a href="http://www.doxygen.org/index.html"> 
    4851<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/graph_legend.html

    r23 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    7576A yellow dashed arrow denotes a relation between a template instance and the template class it was instantiated from. The arrow is labeled with the template parameters of the instance. </li> 
    7677</ul> 
    77 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:23 2008 for mixpp by&nbsp; 
     78<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:46 2008 for mixpp by&nbsp; 
    7879<a href="http://www.doxygen.org/index.html"> 
    7980<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/hierarchy.html

    r22 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    6364</ul> 
    6465</ul> 
    65 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     66<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    6667<a href="http://www.doxygen.org/index.html"> 
    6768<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/index.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
    1516<h1>mixpp Documentation</h1> 
    1617<p> 
    17 <h3 align="center">1 </h3><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp; 
     18<h3 align="center">1 </h3><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
    1819<a href="http://www.doxygen.org/index.html"> 
    1920<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/inherits.html

    r23 r28  
    1111    <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    4546<area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="7,5,68,32"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="119,5,185,32"></map></td></tr> 
    4647</table> 
    47 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:23 2008 for mixpp by&nbsp; 
     48<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:46 2008 for mixpp by&nbsp; 
    4849<a href="http://www.doxygen.org/index.html"> 
    4950<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/itpp__ext_8h-source.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2930<a name="l00015"></a>00015         Array&lt;int&gt; to_Arr(<span class="keyword">const</span> ivec &amp;indices); 
    3031<a name="l00016"></a>00016 } 
    31 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp; 
     32</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
    3233<a href="http://www.doxygen.org/index.html"> 
    3334<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libBM_8h-source.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    5657<a name="l00072"></a>00072  
    5758<a name="l00074"></a><a class="code" href="classfnc.html">00074</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv.">fnc</a> { 
    58 <a name="l00075"></a>00075         <span class="keywordtype">int</span> dimy; 
    59 <a name="l00076"></a>00076 <span class="keyword">public</span>:  
    60 <a name="l00078"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00078</a>         <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of $f(x)$ at $x=cond$">eval</a>(<span class="keyword">const</span> vec &amp;cond){}; <span class="comment">//Fixme: virtual?</span> 
    61 <a name="l00080"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00080</a> <span class="comment"></span>        <span class="keywordtype">int</span> <a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298" title="access function">_dimy</a>()<span class="keyword">const</span>{<span class="keywordflow">return</span> dimy;} 
    62 <a name="l00081"></a>00081 }; 
    63 <a name="l00082"></a>00082  
    64 <a name="l00084"></a><a class="code" href="classBM.html">00084</a> <span class="keyword">class </span><a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> { 
    65 <a name="l00085"></a>00085 <span class="keyword">public</span>: 
    66 <a name="l00087"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00087</a>         <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>; 
    67 <a name="l00088"></a>00088  
    68 <a name="l00090"></a><a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">00090</a>         <a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae" title="Default constructor.">BM</a>(){<a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>=0;}; 
    69 <a name="l00091"></a>00091          
    70 <a name="l00096"></a>00096         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#c52edf4ad6e1dff9bf64b9e1e0cfb1f0" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> evall=<span class="keyword">true</span> ) = 0; 
    71 <a name="l00098"></a>00098         <span class="keywordtype">void</span> <a class="code" href="classBM.html#c52edf4ad6e1dff9bf64b9e1e0cfb1f0" title="Incremental Bayes rule.">bayes</a> ( mat Dt ); 
    72 <a name="l00099"></a>00099 }; 
    73 <a name="l00100"></a>00100  
    74 <a name="l00102"></a><a class="code" href="classepdf.html">00102</a> <span class="keyword">class </span><a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 
    75 <a name="l00103"></a>00103         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv; 
    76 <a name="l00104"></a>00104 <span class="keyword">public</span>: 
    77 <a name="l00106"></a>00106 <span class="comment">//      virtual vec moment ( const int order = 1 );</span> 
    78 <a name="l00108"></a>00108 <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa" title="Returns the required moment of the epdf.">sample</a> ()=0; 
    79 <a name="l00110"></a><a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">00110</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc" title="Compute probability of argument val.">eval</a>(<span class="keyword">const</span> vec &amp;val){}; 
    80 <a name="l00111"></a>00111 }; 
    81 <a name="l00112"></a>00112  
    82 <a name="l00114"></a><a class="code" href="classmpdf.html">00114</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
    83 <a name="l00116"></a>00116         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv; 
    84 <a name="l00118"></a>00118         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvc; 
    85 <a name="l00119"></a>00119 <span class="keyword">public</span>: 
    86 <a name="l00120"></a>00120  
    87 <a name="l00122"></a>00122 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span> 
    88 <a name="l00124"></a><a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">00124</a> <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41" title="Returns the required moment of the epdf.">samplecond</a> (vec &amp;cond, <span class="keywordtype">double</span> lik){}; 
    89 <a name="l00125"></a>00125         <span class="keyword">virtual</span> <span class="keywordtype">void</span> condition (vec &amp;cond){}; 
    90 <a name="l00126"></a>00126 }; 
    91 <a name="l00127"></a>00127  
    92 <a name="l00134"></a><a class="code" href="classDS.html">00134</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> { 
    93 <a name="l00135"></a>00135 <span class="keyword">protected</span>: 
    94 <a name="l00137"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00137</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454" title="Observed variables, returned by getdata().">Drv</a>;  
    95 <a name="l00139"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00139</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629" title="Action variables, accepted by write().">Urv</a>; <span class="comment">//</span> 
    96 <a name="l00140"></a>00140 <span class="keyword">public</span>: 
    97 <a name="l00142"></a>00142         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &amp;dt); 
    98 <a name="l00144"></a>00144         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &amp;dt, ivec &amp;indeces); 
    99 <a name="l00146"></a>00146         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a>(vec &amp;ut); 
    100 <a name="l00148"></a>00148         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a>(vec &amp;ut, ivec &amp;indeces); 
    101 <a name="l00154"></a>00154         <span class="keywordtype">void</span> <a class="code" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75" title="Method that assigns random variables to the datasource. Typically, the datasource...">linkrvs</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;drv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;urv); 
    102 <a name="l00155"></a>00155          
    103 <a name="l00157"></a>00157         <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system...">step</a>(); 
    104 <a name="l00158"></a>00158 }; 
    105 <a name="l00159"></a>00159  
    106 <a name="l00160"></a>00160  
    107 <a name="l00161"></a>00161 <span class="preprocessor">#endif // BM_H</span> 
    108 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp; 
     59<a name="l00075"></a>00075 <span class="keyword">protected</span>: 
     60<a name="l00076"></a>00076         <span class="keywordtype">int</span> dimy; 
     61<a name="l00077"></a>00077 <span class="keyword">public</span>:  
     62<a name="l00079"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00079</a>         <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of $f(x)$ at $x=cond$">eval</a>(<span class="keyword">const</span> vec &amp;cond){}; <span class="comment">//Fixme: virtual?</span> 
     63<a name="l00081"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00081</a> <span class="comment"></span>        <span class="keywordtype">int</span> <a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298" title="access function">_dimy</a>()<span class="keyword">const</span>{<span class="keywordflow">return</span> dimy;} 
     64<a name="l00082"></a>00082 }; 
     65<a name="l00083"></a>00083  
     66<a name="l00087"></a><a class="code" href="classBM.html">00087</a> <span class="keyword">class </span><a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> { 
     67<a name="l00088"></a>00088 <span class="keyword">public</span>: 
     68<a name="l00090"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00090</a>         <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>; 
     69<a name="l00092"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00092</a>         <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>; 
     70<a name="l00093"></a>00093  
     71<a name="l00095"></a><a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">00095</a>         <a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae" title="Default constructor.">BM</a>():<a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>(0),evall(true){}; 
     72<a name="l00096"></a>00096          
     73<a name="l00100"></a>00100         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt) = 0; 
     74<a name="l00102"></a>00102         <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( mat Dt ); 
     75<a name="l00104"></a>00104         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>(); 
     76<a name="l00105"></a>00105 }; 
     77<a name="l00106"></a>00106  
     78<a name="l00108"></a><a class="code" href="classepdf.html">00108</a> <span class="keyword">class </span><a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 
     79<a name="l00109"></a>00109         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv; 
     80<a name="l00110"></a>00110 <span class="keyword">public</span>: 
     81<a name="l00112"></a>00112 <span class="comment">//      virtual vec moment ( const int order = 1 );</span> 
     82<a name="l00114"></a>00114 <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa" title="Returns the required moment of the epdf.">sample</a> ()=0; 
     83<a name="l00116"></a><a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">00116</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc" title="Compute probability of argument val.">eval</a>(<span class="keyword">const</span> vec &amp;val){}; 
     84<a name="l00117"></a>00117 }; 
     85<a name="l00118"></a>00118  
     86<a name="l00120"></a><a class="code" href="classmpdf.html">00120</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
     87<a name="l00122"></a>00122         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv; 
     88<a name="l00124"></a>00124         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvc; 
     89<a name="l00125"></a>00125 <span class="keyword">public</span>: 
     90<a name="l00126"></a>00126  
     91<a name="l00128"></a>00128 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span> 
     92<a name="l00130"></a><a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">00130</a> <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41" title="Returns the required moment of the epdf.">samplecond</a> (vec &amp;cond, <span class="keywordtype">double</span> lik){}; 
     93<a name="l00131"></a>00131         <span class="keyword">virtual</span> <span class="keywordtype">void</span> condition (vec &amp;cond){}; 
     94<a name="l00132"></a>00132 }; 
     95<a name="l00133"></a>00133  
     96<a name="l00140"></a><a class="code" href="classDS.html">00140</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> { 
     97<a name="l00141"></a>00141 <span class="keyword">protected</span>: 
     98<a name="l00143"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00143</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454" title="Observed variables, returned by getdata().">Drv</a>;  
     99<a name="l00145"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00145</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629" title="Action variables, accepted by write().">Urv</a>; <span class="comment">//</span> 
     100<a name="l00146"></a>00146 <span class="keyword">public</span>: 
     101<a name="l00148"></a>00148         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &amp;dt); 
     102<a name="l00150"></a>00150         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &amp;dt, ivec &amp;indeces); 
     103<a name="l00152"></a>00152         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a>(vec &amp;ut); 
     104<a name="l00154"></a>00154         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a>(vec &amp;ut, ivec &amp;indeces); 
     105<a name="l00160"></a>00160         <span class="keywordtype">void</span> <a class="code" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75" title="Method that assigns random variables to the datasource. Typically, the datasource...">linkrvs</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;drv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;urv); 
     106<a name="l00161"></a>00161          
     107<a name="l00163"></a>00163         <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system...">step</a>(); 
     108<a name="l00164"></a>00164 }; 
     109<a name="l00165"></a>00165  
     110<a name="l00166"></a>00166  
     111<a name="l00167"></a>00167 <span class="preprocessor">#endif // BM_H</span> 
     112</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
    109113<a href="http://www.doxygen.org/index.html"> 
    110114<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libBM_8h.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    6364<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 
    6465----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 
    65 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     66Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    6667<a href="http://www.doxygen.org/index.html"> 
    6768<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libDC_8h-source.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    2122<a name="l00018"></a>00018 <span class="keyword">using namespace </span>itpp; 
    2223<a name="l00019"></a>00019  
    23 <a name="l00024"></a><a class="code" href="classsqmat.html">00024</a> <span class="keyword">class </span><a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> { 
    24 <a name="l00025"></a>00025 <span class="keyword">public</span>: 
    25 <a name="l00033"></a>00033         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a>( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w ) =0; 
    26 <a name="l00034"></a>00034  
    27 <a name="l00038"></a>00038         <span class="keyword">virtual</span> mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>() =0; 
    28 <a name="l00039"></a>00039  
    29 <a name="l00044"></a>00044         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &amp;C, <span class="keywordtype">bool</span> trans=<span class="keyword">true</span> ) =0; 
    30 <a name="l00045"></a>00045  
    31 <a name="l00046"></a>00046          
    32 <a name="l00051"></a>00051         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547" title="Logarithm of a determinant.">logdet</a>() =0; 
    33 <a name="l00052"></a>00052  
    34 <a name="l00058"></a>00058         <span class="keyword">virtual</span> vec <a class="code" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a>(vec &amp;v) =0; 
    35 <a name="l00059"></a>00059          
    36 <a name="l00064"></a>00064         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a>(vec &amp;v) =0; 
    37 <a name="l00065"></a>00065  
    38 <a name="l00066"></a>00066 <span class="comment">//      //! easy version of the </span> 
    39 <a name="l00067"></a>00067 <span class="comment">//      sqmat inv();</span> 
    40 <a name="l00068"></a>00068  
    41 <a name="l00070"></a>00070         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>() =0; 
    42 <a name="l00071"></a>00071          
    43 <a name="l00073"></a><a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">00073</a>         <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;}; 
    44 <a name="l00074"></a>00074  
    45 <a name="l00076"></a><a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">00076</a>         <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;}; 
    46 <a name="l00077"></a>00077  
    47 <a name="l00078"></a>00078 <span class="keyword">protected</span>: 
    48 <a name="l00079"></a>00079         <span class="keywordtype">int</span> dim; 
    49 <a name="l00080"></a>00080 }; 
    50 <a name="l00081"></a>00081  
     24<a name="l00024"></a><a class="code" href="classsqmat.html">00024</a> <span class="keyword">class </span><a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> 
     25<a name="l00025"></a>00025 { 
     26<a name="l00026"></a>00026         <span class="keyword">public</span>: 
     27<a name="l00034"></a>00034                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w ) =0; 
     28<a name="l00035"></a>00035  
     29<a name="l00039"></a>00039                 <span class="keyword">virtual</span> mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>() =0; 
     30<a name="l00040"></a>00040  
     31<a name="l00045"></a>00045                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, <span class="keywordtype">bool</span> trans=<span class="keyword">true</span> ) =0; 
     32<a name="l00046"></a>00046  
     33<a name="l00047"></a>00047  
     34<a name="l00052"></a>00052                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547" title="Logarithm of a determinant.">logdet</a>() =0; 
     35<a name="l00053"></a>00053  
     36<a name="l00059"></a>00059                 <span class="keyword">virtual</span> vec <a class="code" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( vec &amp;v ) =0; 
     37<a name="l00060"></a>00060  
     38<a name="l00065"></a>00065                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a> ( vec &amp;v ) =0; 
     39<a name="l00066"></a>00066  
     40<a name="l00067"></a>00067 <span class="comment">//      //! easy version of the</span> 
     41<a name="l00068"></a>00068 <span class="comment">//      sqmat inv();</span> 
     42<a name="l00069"></a>00069  
     43<a name="l00071"></a>00071                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>() =0; 
     44<a name="l00072"></a>00072  
     45<a name="l00074"></a><a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">00074</a>                 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;}; 
     46<a name="l00075"></a>00075  
     47<a name="l00077"></a><a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">00077</a>                 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;}; 
     48<a name="l00078"></a>00078  
     49<a name="l00079"></a>00079         <span class="keyword">protected</span>: 
     50<a name="l00080"></a>00080                 <span class="keywordtype">int</span> dim; 
     51<a name="l00081"></a>00081 }; 
    5152<a name="l00082"></a>00082  
    52 <a name="l00087"></a><a class="code" href="classfsqmat.html">00087</a> <span class="keyword">class </span><a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>: <span class="keyword">public</span> <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> { 
    53 <a name="l00088"></a>00088 <span class="keyword">protected</span>: 
    54 <a name="l00089"></a>00089 mat M; 
    55 <a name="l00090"></a>00090 <span class="keyword">public</span>: 
    56 <a name="l00091"></a>00091         <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">opupdt</a>( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w ); 
    57 <a name="l00092"></a>00092         mat <a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>(); 
    58 <a name="l00093"></a>00093         <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &amp;C, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 
    59 <a name="l00094"></a>00094    <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;U, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 
    60 <a name="l00095"></a>00095         <span class="keywordtype">void</span> inv(<a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;Inv); 
    61 <a name="l00096"></a>00096         <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); 
    62 <a name="l00097"></a>00097          
    63 <a name="l00098"></a>00098          
    64 <a name="l00099"></a>00099         <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>(){}; <span class="comment">// mat will be initialized OK</span> 
    65 <a name="l00101"></a>00101 <span class="comment"></span>        <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>(<span class="keyword">const</span> mat &amp;M); 
    66 <a name="l00102"></a>00102          
    67 <a name="l00108"></a>00108         <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv(<a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>* Inv); 
    68 <a name="l00109"></a>00109          
    69 <a name="l00110"></a><a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">00110</a>         <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3" title="Logarithm of a determinant.">logdet</a>(){<span class="keywordflow">return</span> log(det(M));}; 
    70 <a name="l00111"></a><a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba">00111</a>         <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a>(vec &amp;v){<span class="keywordflow">return</span> (v*(M*v));}; 
    71 <a name="l00112"></a><a class="code" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3">00112</a>         vec <a class="code" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a>(vec &amp;v){it_error(<span class="stringliteral">"not implemented"</span>);<span class="keywordflow">return</span> v;}; 
    72 <a name="l00113"></a>00113  
    73 <a name="l00114"></a>00114         <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; operator += (<span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;A){M+=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 
    74 <a name="l00115"></a>00115         <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; operator -= (<span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;A){M-=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 
    75 <a name="l00116"></a>00116         <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; operator *= (<span class="keywordtype">double</span> x){M*=x;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 
    76 <a name="l00117"></a>00117 }; 
    77 <a name="l00118"></a>00118  
    78 <a name="l00119"></a>00119 <span class="keyword">class </span>ldmat: <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> { 
    79 <a name="l00120"></a>00120 <span class="keyword">public</span>: 
    80 <a name="l00121"></a>00121  
    81 <a name="l00123"></a>00123         ldmat( <span class="keyword">const</span> mat &amp;L, <span class="keyword">const</span> vec &amp;D ); 
    82 <a name="l00125"></a>00125         ldmat( mat V ); 
    83 <a name="l00127"></a>00127         ldmat( vec D0 ); 
    84 <a name="l00128"></a>00128         ldmat (); 
    85 <a name="l00129"></a>00129  
    86 <a name="l00130"></a>00130         <span class="comment">// Reimplementation of compulsory operatios</span> 
    87 <a name="l00131"></a>00131  
    88 <a name="l00132"></a>00132         <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a>( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w ); 
    89 <a name="l00133"></a>00133         mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>(); 
    90 <a name="l00134"></a>00134    <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &amp;C, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 
    91 <a name="l00135"></a>00135         <span class="keywordtype">void</span> <span class="keyword">add</span> ( <span class="keyword">const</span> ldmat &amp;ld2, <span class="keywordtype">double</span> w=1.0 ); 
    92 <a name="l00136"></a>00136         <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547" title="Logarithm of a determinant.">logdet</a>(); 
    93 <a name="l00137"></a>00137         <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a>(vec &amp;v); 
    94 <a name="l00138"></a>00138 <span class="comment">//      sqmat&amp; operator -= ( const sqmat &amp; ld2 );</span> 
    95 <a name="l00139"></a>00139         <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); 
    96 <a name="l00140"></a>00140         <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>(); 
    97 <a name="l00141"></a>00141         <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>(); 
    98 <a name="l00142"></a>00142         vec <a class="code" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a>(vec &amp;v); 
    99 <a name="l00143"></a>00143  
    100 <a name="l00149"></a>00149         <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv(ldmat &amp;Inv); 
    101 <a name="l00150"></a>00150          
    102 <a name="l00156"></a>00156    <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &amp;C, ldmat &amp;U, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 
    103 <a name="l00157"></a>00157  
    104 <a name="l00166"></a>00166    <span class="keywordtype">void</span> ldform( mat &amp;A, vec &amp;D0 ); 
    105 <a name="l00167"></a>00167  
    106 <a name="l00168"></a>00168         ldmat&amp; operator += (<span class="keyword">const</span> ldmat &amp;ldA); 
    107 <a name="l00169"></a>00169         ldmat&amp; operator -= (<span class="keyword">const</span> ldmat &amp;ldA); 
    108 <a name="l00170"></a>00170         ldmat&amp; operator *= (<span class="keywordtype">double</span> x); 
    109 <a name="l00171"></a>00171          
    110 <a name="l00172"></a>00172         <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; ( std::ostream &amp;os, ldmat &amp;sq ); 
    111 <a name="l00173"></a>00173  
    112 <a name="l00174"></a>00174 <span class="keyword">protected</span>: 
    113 <a name="l00175"></a>00175         vec D; 
    114 <a name="l00176"></a>00176         mat L; 
    115 <a name="l00177"></a>00177  
    116 <a name="l00178"></a>00178 }; 
    117 <a name="l00179"></a>00179  
    118 <a name="l00181"></a>00181  
    119 <a name="l00182"></a>00182 <span class="keyword">inline</span> ldmat&amp; ldmat::operator += (<span class="keyword">const</span> ldmat &amp;ldA)  {this-&gt;<span class="keyword">add</span>(ldA);<span class="keywordflow">return</span> *<span class="keyword">this</span>;} 
    120 <a name="l00183"></a>00183 <span class="keyword">inline</span> ldmat&amp; ldmat::operator -= (<span class="keyword">const</span> ldmat &amp;ldA)  {this-&gt;<span class="keyword">add</span>(ldA,-1.0);<span class="keywordflow">return</span> *<span class="keyword">this</span>;} 
    121 <a name="l00184"></a>00184 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">ldmat::cols</a>(){<span class="keywordflow">return</span> dim;} 
    122 <a name="l00185"></a>00185 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">ldmat::rows</a>(){<span class="keywordflow">return</span> dim;} 
    123 <a name="l00186"></a>00186  
    124 <a name="l00187"></a>00187 <span class="preprocessor">#endif // DC_H</span> 
    125 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp; 
     53<a name="l00083"></a>00083  
     54<a name="l00088"></a><a class="code" href="classfsqmat.html">00088</a> <span class="keyword">class </span><a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>: <span class="keyword">public</span> <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> 
     55<a name="l00089"></a>00089 { 
     56<a name="l00090"></a>00090         <span class="keyword">protected</span>: 
     57<a name="l00091"></a>00091                 mat M; 
     58<a name="l00092"></a>00092         <span class="keyword">public</span>: 
     59<a name="l00093"></a>00093                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w ); 
     60<a name="l00094"></a>00094                 mat <a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>() ; 
     61<a name="l00095"></a>00095                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 
     62<a name="l00096"></a>00096                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;U, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 
     63<a name="l00097"></a>00097                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); 
     64<a name="l00098"></a>00098  
     65<a name="l00099"></a>00099  
     66<a name="l00100"></a>00100                 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>(); <span class="comment">// mat will be initialized OK</span> 
     67<a name="l00102"></a>00102 <span class="comment"></span>                <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> ( <span class="keyword">const</span> mat &amp;M ); 
     68<a name="l00103"></a>00103  
     69<a name="l00109"></a>00109                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1" title="Matrix inversion preserving the chosen form.">inv</a> ( <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;Inv ); 
     70<a name="l00110"></a>00110  
     71<a name="l00111"></a><a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">00111</a>                 <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3" title="Logarithm of a determinant.">logdet</a>() {<span class="keywordflow">return</span> log ( det ( M ) );}; 
     72<a name="l00112"></a><a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba">00112</a>                 <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a> ( vec &amp;v ) {<span class="keywordflow">return</span> ( v* ( M*v ) );}; 
     73<a name="l00113"></a><a class="code" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3">00113</a>                 vec <a class="code" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( vec &amp;v ) {it_error ( <span class="stringliteral">"not implemented"</span> );<span class="keywordflow">return</span> v;}; 
     74<a name="l00114"></a>00114  
     75<a name="l00115"></a>00115                 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; operator += ( <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;A ) {M+=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 
     76<a name="l00116"></a>00116                 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; operator -= ( <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;A ) {M-=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 
     77<a name="l00117"></a>00117                 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; operator *= ( <span class="keywordtype">double</span> x ) {M*=x;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 
     78<a name="l00118"></a>00118 <span class="comment">//              fsqmat&amp; operator = ( const fsqmat &amp;A) {M=A.M; return *this;};</span> 
     79<a name="l00119"></a>00119 }; 
     80<a name="l00120"></a>00120  
     81<a name="l00121"></a>00121 <span class="keyword">class </span>ldmat: <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> 
     82<a name="l00122"></a>00122 { 
     83<a name="l00123"></a>00123         <span class="keyword">public</span>: 
     84<a name="l00124"></a>00124  
     85<a name="l00126"></a>00126                 ldmat ( <span class="keyword">const</span> mat &amp;L, <span class="keyword">const</span> vec &amp;D ); 
     86<a name="l00128"></a>00128                 ldmat ( mat V ); 
     87<a name="l00130"></a>00130                 ldmat ( vec D0 ); 
     88<a name="l00131"></a>00131                 ldmat (); 
     89<a name="l00132"></a>00132  
     90<a name="l00133"></a>00133                 <span class="comment">// Reimplementation of compulsory operatios</span> 
     91<a name="l00134"></a>00134  
     92<a name="l00135"></a>00135                 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w ); 
     93<a name="l00136"></a>00136                 mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>(); 
     94<a name="l00137"></a>00137                 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 
     95<a name="l00138"></a>00138                 <span class="keywordtype">void</span> <span class="keyword">add</span> ( <span class="keyword">const</span> ldmat &amp;ld2, <span class="keywordtype">double</span> w=1.0 ); 
     96<a name="l00139"></a>00139                 <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547" title="Logarithm of a determinant.">logdet</a>(); 
     97<a name="l00140"></a>00140                 <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a> ( vec &amp;v ); 
     98<a name="l00141"></a>00141 <span class="comment">//      sqmat&amp; operator -= ( const sqmat &amp; ld2 );</span> 
     99<a name="l00142"></a>00142                 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); 
     100<a name="l00143"></a>00143                 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>(); 
     101<a name="l00144"></a>00144                 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>(); 
     102<a name="l00145"></a>00145                 vec <a class="code" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( vec &amp;v ); 
     103<a name="l00146"></a>00146  
     104<a name="l00152"></a>00152                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv ( ldmat &amp;Inv ); 
     105<a name="l00153"></a>00153  
     106<a name="l00159"></a>00159                 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, ldmat &amp;U, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 
     107<a name="l00160"></a>00160  
     108<a name="l00169"></a>00169                 <span class="keywordtype">void</span> ldform ( mat &amp;A, vec &amp;D0 ); 
     109<a name="l00170"></a>00170  
     110<a name="l00171"></a>00171                 ldmat&amp; operator += ( <span class="keyword">const</span> ldmat &amp;ldA ); 
     111<a name="l00172"></a>00172                 ldmat&amp; operator -= ( <span class="keyword">const</span> ldmat &amp;ldA ); 
     112<a name="l00173"></a>00173                 ldmat&amp; operator *= ( <span class="keywordtype">double</span> x ); 
     113<a name="l00174"></a>00174  
     114<a name="l00175"></a>00175                 <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; ( std::ostream &amp;os, ldmat &amp;sq ); 
     115<a name="l00176"></a>00176  
     116<a name="l00177"></a>00177         <span class="keyword">protected</span>: 
     117<a name="l00178"></a>00178                 vec D; 
     118<a name="l00179"></a>00179                 mat L; 
     119<a name="l00180"></a>00180  
     120<a name="l00181"></a>00181 }; 
     121<a name="l00182"></a>00182  
     122<a name="l00184"></a>00184  
     123<a name="l00185"></a>00185 <span class="keyword">inline</span> ldmat&amp; ldmat::operator += ( <span class="keyword">const</span> ldmat &amp;ldA )  {this-&gt;<span class="keyword">add</span> ( ldA );<span class="keywordflow">return</span> *<span class="keyword">this</span>;} 
     124<a name="l00186"></a>00186 <span class="keyword">inline</span> ldmat&amp; ldmat::operator -= ( <span class="keyword">const</span> ldmat &amp;ldA )  {this-&gt;<span class="keyword">add</span> ( ldA,-1.0 );<span class="keywordflow">return</span> *<span class="keyword">this</span>;} 
     125<a name="l00187"></a>00187 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">ldmat::cols</a>() {<span class="keywordflow">return</span> dim;} 
     126<a name="l00188"></a>00188 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">ldmat::rows</a>() {<span class="keywordflow">return</span> dim;} 
     127<a name="l00189"></a>00189  
     128<a name="l00190"></a>00190 <span class="preprocessor">#endif // DC_H</span> 
     129</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
    126130<a href="http://www.doxygen.org/index.html"> 
    127131<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libDC_8h.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    5354<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 
    5455----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 
    55 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     56Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
    5657<a href="http://www.doxygen.org/index.html"> 
    5758<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libDS_8h-source.html

    r23 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    4142<a name="l00045"></a>00045  
    4243<a name="l00046"></a>00046 <span class="preprocessor">#endif // DS_H</span> 
    43 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp; 
     44</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
    4445<a href="http://www.doxygen.org/index.html"> 
    4546<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libDS_8h.html

    r23 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    4041<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 
    4142----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 
    42 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     43Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    4344<a href="http://www.doxygen.org/index.html"> 
    4445<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libEF_8h-source.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    157158<a name="l00173"></a>00173  
    158159<a name="l00174"></a>00174 <span class="preprocessor">#endif //EF_H</span> 
    159 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp; 
     160</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
    160161<a href="http://www.doxygen.org/index.html"> 
    161162<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libEF_8h.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    4849<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 
    4950----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 
    50 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     51Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
    5152<a href="http://www.doxygen.org/index.html"> 
    5253<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libFN_8h-source.html

    r23 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    6364<a name="l00061"></a>00061                 <span class="keywordtype">int</span> dimx; 
    6465<a name="l00062"></a>00062                 <span class="keywordtype">int</span> dimu; 
    65 <a name="l00063"></a>00063                 <span class="keywordtype">int</span> dimy; 
    66 <a name="l00064"></a>00064         <span class="keyword">public</span>: 
    67 <a name="l00066"></a><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">00066</a>                 vec <a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a> ( <span class="keyword">const</span> vec &amp;cond ) 
    68 <a name="l00067"></a>00067                 { 
    69 <a name="l00068"></a>00068                         it_assert_debug ( cond.length() == ( dimx+dimu ), <span class="stringliteral">"linfn::eval Wrong cond."</span> ); 
    70 <a name="l00069"></a>00069                         <span class="keywordflow">return</span> <a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a> ( cond ( 0,dimx-1 ),cond ( dimx,dimx+dimu ) );<span class="comment">//-1 = end (in matlab)</span> 
    71 <a name="l00070"></a>00070                 }; 
    72 <a name="l00071"></a>00071  
    73 <a name="l00073"></a><a class="code" href="classdiffbifn.html#40d8a7eee45acc55cda33d43282faa03">00073</a>                 <span class="keyword">virtual</span> vec <a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a> ( <span class="keyword">const</span> vec &amp;x0, <span class="keyword">const</span> vec &amp;u0 ) {<span class="keywordflow">return</span> zeros ( dimy );}; 
    74 <a name="l00075"></a><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4">00075</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates  and writes result into A .">dfdx_cond</a> ( <span class="keyword">const</span> vec &amp;x0, <span class="keyword">const</span> vec &amp;u0, mat &amp;A , <span class="keywordtype">bool</span> full=<span class="keyword">true</span> ) {}; 
    75 <a name="l00077"></a><a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0">00077</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0" title="Evaluates  and writes result into A .">dfdu_cond</a> ( <span class="keyword">const</span> vec &amp;x0, <span class="keyword">const</span> vec &amp;u0, mat &amp;A, <span class="keywordtype">bool</span> full=<span class="keyword">true</span> ) {}; 
    76 <a name="l00079"></a><a class="code" href="classdiffbifn.html#0b33e1bfa23be5ed234d172eb4c0e4b5">00079</a>                 <a class="code" href="classdiffbifn.html#0b33e1bfa23be5ed234d172eb4c0e4b5" title="Default constructor (dimy is not set!).">diffbifn</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvx0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvu0 ) : rvx ( rvx0 ),rvu ( rvu0 ) {dimx=rvx.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>();dimu=rvu.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>();}; 
    77 <a name="l00081"></a><a class="code" href="classdiffbifn.html#436de7a7301ea9eac7d6081b893bbf57">00081</a>                 <span class="keywordtype">int</span> <a class="code" href="classdiffbifn.html#436de7a7301ea9eac7d6081b893bbf57" title="access function">_dimx</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> dimx;} 
    78 <a name="l00083"></a><a class="code" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879">00083</a>                 <span class="keywordtype">int</span> <a class="code" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879" title="access function">_dimu</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> dimu;} 
    79 <a name="l00084"></a>00084 }; 
    80 <a name="l00085"></a>00085  
    81 <a name="l00087"></a>00087 <span class="comment">//TODO can be generalized into multilinear form!</span> 
    82 <a name="l00088"></a><a class="code" href="classbilinfn.html">00088</a> <span class="keyword">class </span><a class="code" href="classbilinfn.html" title="Class representing function $f(x,u) = Ax+Bu$.">bilinfn</a>: <span class="keyword">public</span> <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> 
    83 <a name="l00089"></a>00089 { 
    84 <a name="l00090"></a>00090                 mat A; 
    85 <a name="l00091"></a>00091                 mat B; 
    86 <a name="l00092"></a>00092         <span class="keyword">public</span> : 
    87 <a name="l00093"></a>00093                 vec <a class="code" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24" title="Evaluates $f(x0,u0)$.">eval</a> ( <span class="keyword">const</span>  vec &amp;x0, <span class="keyword">const</span> vec &amp;u0 ); 
    88 <a name="l00094"></a>00094  
    89 <a name="l00096"></a><a class="code" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221">00096</a>                 <a class="code" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221" title="Default constructor.">bilinfn</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvx0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvu0 ) : <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> ( rvx0,rvu0 ) ,A ( eye ( dimx ) ),B ( zeros ( dimx,dimu ) )       {}; 
    90 <a name="l00097"></a>00097                 <span class="comment">//</span> 
    91 <a name="l00098"></a>00098                 <a class="code" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221" title="Default constructor.">bilinfn</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvx0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvu0, <span class="keyword">const</span> mat &amp;A0, <span class="keyword">const</span> mat &amp;B0 ); 
    92 <a name="l00099"></a>00099                 <span class="comment">//</span> 
    93 <a name="l00100"></a><a class="code" href="classbilinfn.html#79c022de8dbe2b054bb9cc49345f3ef5">00100</a>                 <span class="keywordtype">void</span> <a class="code" href="classbilinfn.html#79c022de8dbe2b054bb9cc49345f3ef5" title="Evaluates  and writes result into A .">dfdx_cond</a> ( <span class="keyword">const</span> vec &amp;x0, <span class="keyword">const</span> vec &amp;u0, mat &amp;F, <span class="keywordtype">bool</span> full ) 
    94 <a name="l00101"></a>00101                 { 
    95 <a name="l00102"></a>00102                         it_assert_debug ( ( F.cols() ==A.cols() ) &amp; ( F.rows() ==A.rows() ),<span class="stringliteral">"Allocated F is not compatible."</span> ); 
    96 <a name="l00103"></a>00103                         <span class="keywordflow">if</span> ( full ) F=A;        <span class="comment">//else : nothing has changed no need to regenerate</span> 
    97 <a name="l00104"></a>00104                 } 
    98 <a name="l00105"></a>00105                 <span class="comment">//</span> 
    99 <a name="l00106"></a><a class="code" href="classbilinfn.html#90f2b15612b14883d6ed2b0e295cb82b">00106</a>                 <span class="keywordtype">void</span> <a class="code" href="classbilinfn.html#90f2b15612b14883d6ed2b0e295cb82b" title="Evaluates  and writes result into A .">dfdu_cond</a> ( <span class="keyword">const</span> vec &amp;x0, <span class="keyword">const</span> vec &amp;u0, mat &amp;F,  <span class="keywordtype">bool</span> full=<span class="keyword">true</span> ) 
    100 <a name="l00107"></a>00107                 { 
    101 <a name="l00108"></a>00108                         it_assert_debug ( ( F.cols() ==B.cols() ) &amp; ( F.rows() ==B.rows() ),<span class="stringliteral">"Allocated F is not compatible."</span> ); 
    102 <a name="l00109"></a>00109                         <span class="keywordflow">if</span> ( full ) F=B;        <span class="comment">//else : nothing has changed no need to regenerate</span> 
    103 <a name="l00110"></a>00110                 } 
    104 <a name="l00111"></a>00111 }; 
    105 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp; 
     66<a name="l00063"></a>00063         <span class="keyword">public</span>: 
     67<a name="l00065"></a><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">00065</a>                 vec <a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a> ( <span class="keyword">const</span> vec &amp;cond ) 
     68<a name="l00066"></a>00066                 { 
     69<a name="l00067"></a>00067                         it_assert_debug ( cond.length() == ( dimx+dimu ), <span class="stringliteral">"linfn::eval Wrong cond."</span> ); 
     70<a name="l00068"></a>00068                         <span class="keywordflow">return</span> <a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a> ( cond ( 0,dimx-1 ),cond ( dimx,dimx+dimu ) );<span class="comment">//-1 = end (in matlab)</span> 
     71<a name="l00069"></a>00069                 }; 
     72<a name="l00070"></a>00070  
     73<a name="l00072"></a><a class="code" href="classdiffbifn.html#40d8a7eee45acc55cda33d43282faa03">00072</a>                 <span class="keyword">virtual</span> vec <a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a> ( <span class="keyword">const</span> vec &amp;x0, <span class="keyword">const</span> vec &amp;u0 ) {<span class="keywordflow">return</span> zeros ( dimy );}; 
     74<a name="l00074"></a><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4">00074</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates  and writes result into A .">dfdx_cond</a> ( <span class="keyword">const</span> vec &amp;x0, <span class="keyword">const</span> vec &amp;u0, mat &amp;A , <span class="keywordtype">bool</span> full=<span class="keyword">true</span> ) {}; 
     75<a name="l00076"></a><a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0">00076</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0" title="Evaluates  and writes result into A .">dfdu_cond</a> ( <span class="keyword">const</span> vec &amp;x0, <span class="keyword">const</span> vec &amp;u0, mat &amp;A, <span class="keywordtype">bool</span> full=<span class="keyword">true</span> ) {}; 
     76<a name="l00078"></a><a class="code" href="classdiffbifn.html#0b33e1bfa23be5ed234d172eb4c0e4b5">00078</a>                 <a class="code" href="classdiffbifn.html#0b33e1bfa23be5ed234d172eb4c0e4b5" title="Default constructor (dimy is not set!).">diffbifn</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvx0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvu0 ) : rvx ( rvx0 ),rvu ( rvu0 ) {dimx=rvx.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>();dimu=rvu.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>();}; 
     77<a name="l00080"></a><a class="code" href="classdiffbifn.html#436de7a7301ea9eac7d6081b893bbf57">00080</a>                 <span class="keywordtype">int</span> <a class="code" href="classdiffbifn.html#436de7a7301ea9eac7d6081b893bbf57" title="access function">_dimx</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> dimx;} 
     78<a name="l00082"></a><a class="code" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879">00082</a>                 <span class="keywordtype">int</span> <a class="code" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879" title="access function">_dimu</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> dimu;} 
     79<a name="l00083"></a>00083 }; 
     80<a name="l00084"></a>00084  
     81<a name="l00086"></a>00086 <span class="comment">//TODO can be generalized into multilinear form!</span> 
     82<a name="l00087"></a><a class="code" href="classbilinfn.html">00087</a> <span class="keyword">class </span><a class="code" href="classbilinfn.html" title="Class representing function $f(x,u) = Ax+Bu$.">bilinfn</a>: <span class="keyword">public</span> <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> 
     83<a name="l00088"></a>00088 { 
     84<a name="l00089"></a>00089                 mat A; 
     85<a name="l00090"></a>00090                 mat B; 
     86<a name="l00091"></a>00091         <span class="keyword">public</span> : 
     87<a name="l00092"></a>00092                 vec <a class="code" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24" title="Evaluates $f(x0,u0)$.">eval</a> ( <span class="keyword">const</span>  vec &amp;x0, <span class="keyword">const</span> vec &amp;u0 ); 
     88<a name="l00093"></a>00093  
     89<a name="l00095"></a><a class="code" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221">00095</a>                 <a class="code" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221" title="Default constructor.">bilinfn</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvx0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvu0 ) : <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> ( rvx0,rvu0 ) ,A ( eye ( dimx ) ),B ( zeros ( dimx,dimu ) )       {}; 
     90<a name="l00096"></a>00096                 <span class="comment">//</span> 
     91<a name="l00097"></a>00097                 <a class="code" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221" title="Default constructor.">bilinfn</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvx0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvu0, <span class="keyword">const</span> mat &amp;A0, <span class="keyword">const</span> mat &amp;B0 ); 
     92<a name="l00098"></a>00098                 <span class="comment">//</span> 
     93<a name="l00099"></a><a class="code" href="classbilinfn.html#79c022de8dbe2b054bb9cc49345f3ef5">00099</a>                 <span class="keywordtype">void</span> <a class="code" href="classbilinfn.html#79c022de8dbe2b054bb9cc49345f3ef5" title="Evaluates  and writes result into A .">dfdx_cond</a> ( <span class="keyword">const</span> vec &amp;x0, <span class="keyword">const</span> vec &amp;u0, mat &amp;F, <span class="keywordtype">bool</span> full ) 
     94<a name="l00100"></a>00100                 { 
     95<a name="l00101"></a>00101                         it_assert_debug ( ( F.cols() ==A.cols() ) &amp; ( F.rows() ==A.rows() ),<span class="stringliteral">"Allocated F is not compatible."</span> ); 
     96<a name="l00102"></a>00102                         <span class="keywordflow">if</span> ( full ) F=A;        <span class="comment">//else : nothing has changed no need to regenerate</span> 
     97<a name="l00103"></a>00103                 } 
     98<a name="l00104"></a>00104                 <span class="comment">//</span> 
     99<a name="l00105"></a><a class="code" href="classbilinfn.html#90f2b15612b14883d6ed2b0e295cb82b">00105</a>                 <span class="keywordtype">void</span> <a class="code" href="classbilinfn.html#90f2b15612b14883d6ed2b0e295cb82b" title="Evaluates  and writes result into A .">dfdu_cond</a> ( <span class="keyword">const</span> vec &amp;x0, <span class="keyword">const</span> vec &amp;u0, mat &amp;F,  <span class="keywordtype">bool</span> full=<span class="keyword">true</span> ) 
     100<a name="l00106"></a>00106                 { 
     101<a name="l00107"></a>00107                         it_assert_debug ( ( F.cols() ==B.cols() ) &amp; ( F.rows() ==B.rows() ),<span class="stringliteral">"Allocated F is not compatible."</span> ); 
     102<a name="l00108"></a>00108                         <span class="keywordflow">if</span> ( full ) F=B;        <span class="comment">//else : nothing has changed no need to regenerate</span> 
     103<a name="l00109"></a>00109                 } 
     104<a name="l00110"></a>00110 }; 
     105</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
    106106<a href="http://www.doxygen.org/index.html"> 
    107107<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libKF_8h-source.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    3738<a name="l00039"></a>00039 <span class="keyword">public</span>: 
    3839<a name="l00041"></a>00041         <a class="code" href="classKalmanFull.html#7197ab6e7380790006394eabd3b97043" title="Full constructor.">KalmanFull</a> ( mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0); 
    39 <a name="l00043"></a>00043         <span class="keywordtype">void</span> <a class="code" href="classKalmanFull.html#048b13739b94c331cda08249b278552b" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> evalll=<span class="keyword">true</span>);  
     40<a name="l00043"></a>00043         <span class="keywordtype">void</span> <a class="code" href="classKalmanFull.html#048b13739b94c331cda08249b278552b" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=<span class="keyword">true</span>);  
    4041<a name="l00044"></a>00044  
    4142<a name="l00045"></a>00045         <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; ( std::ostream &amp;os, <span class="keyword">const</span> <a class="code" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted...">KalmanFull</a> &amp;kf ); 
     
    6364<a name="l00073"></a>00073         <a class="code" href="classKalman.html#96958a5ebfa966d892137987f265083a" title="Default constructor.">Kalman</a> (<span class="keywordtype">int</span> dimx, <span class="keywordtype">int</span> dimu, <span class="keywordtype">int</span> dimy); 
    6465<a name="l00075"></a>00075         <a class="code" href="classKalman.html#96958a5ebfa966d892137987f265083a" title="Default constructor.">Kalman</a> ( mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu0 ); 
    65 <a name="l00077"></a>00077         <span class="keywordtype">void</span> <a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> evalll=<span class="keyword">true</span>);  
     66<a name="l00077"></a>00077         <span class="keywordtype">void</span> <a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=<span class="keyword">true</span>);  
    6667<a name="l00078"></a>00078  
    6768<a name="l00079"></a>00079         <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; ( std::ostream &amp;os, <span class="keyword">const</span> <a class="code" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted...">KalmanFull</a> &amp;kf ); 
     
    7172<a name="l00088"></a>00088 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    7273<a name="l00089"></a><a class="code" href="classEKF.html">00089</a> <span class="keyword">class </span><a class="code" href="classEKF.html" title="Extended Kalman Filter.">EKF</a> : <span class="keyword">public</span> <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a>&lt;fsqmat&gt; { 
    73 <a name="l00091"></a>00091         <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> fxu; 
    74 <a name="l00093"></a>00093         <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> hxu; 
     74<a name="l00091"></a>00091         <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu; 
     75<a name="l00093"></a>00093         <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu; 
    7576<a name="l00094"></a>00094 <span class="keyword">public</span>:  
    76 <a name="l00096"></a>00096         <a class="code" href="classEKF.html#ec441d41529eeae4a1309426386b4a10" title="Default constructor.">EKF</a> (<span class="keyword">const</span> <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> fxu, <span class="keyword">const</span> <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> hxu); 
    77 <a name="l00098"></a>00098         <span class="keywordtype">void</span> <a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> evalll=<span class="keyword">true</span>);     
     77<a name="l00096"></a>00096         <a class="code" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e" title="Default constructor.">EKF</a> (<a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu, sq_T Q0, sq_T R0, vec mu0, mat P0); 
     78<a name="l00098"></a>00098         <span class="keywordtype">void</span> <a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=<span class="keyword">true</span>);     
    7879<a name="l00099"></a>00099 }; 
    7980<a name="l00100"></a>00100  
     
    114115<a name="l00136"></a>00136 <span class="comment">//Fixme should we assign cache??</span> 
    115116<a name="l00137"></a>00137         _iRy = eye(dimy); <span class="comment">// needed in inv(_iRy)</span> 
    116 <a name="l00138"></a>00138 } 
    117 <a name="l00139"></a>00139  
    118 <a name="l00140"></a>00140 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    119 <a name="l00141"></a><a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">00141</a> <span class="keywordtype">void</span> <a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e" title="Here dt = [yt;ut] of appropriate dimensions.">Kalman&lt;sq_T&gt;::bayes</a>( <span class="keyword">const</span> vec &amp;dt , <span class="keywordtype">bool</span> evalll) { 
    120 <a name="l00142"></a>00142         it_assert_debug( dt.length()==( dimy+dimu ),<span class="stringliteral">"KalmanFull::bayes wrong size of dt"</span> ); 
    121 <a name="l00143"></a>00143  
    122 <a name="l00144"></a>00144         vec u = dt.get( dimy,dimy+dimu-1 ); 
    123 <a name="l00145"></a>00145         vec y = dt.get( 0,dimy-1 ); 
    124 <a name="l00146"></a>00146         <span class="comment">//Time update</span> 
    125 <a name="l00147"></a>00147         <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = A*<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> + B*u; 
    126 <a name="l00148"></a>00148         <span class="comment">//P  = A*P*A.transpose() + Q; in sq_T</span> 
    127 <a name="l00149"></a>00149         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.mult_sym( A ); 
    128 <a name="l00150"></a>00150         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>+=Q; 
    129 <a name="l00151"></a>00151  
    130 <a name="l00152"></a>00152         <span class="comment">//Data update</span> 
    131 <a name="l00153"></a>00153         <span class="comment">//_Ry = C*P*C.transpose() + R; in sq_T</span> 
    132 <a name="l00154"></a>00154         _Ry.mult_sym( C, <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>); 
    133 <a name="l00155"></a>00155         _Ry+=R; 
    134 <a name="l00156"></a>00156  
    135 <a name="l00157"></a>00157         mat Pfull = <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.to_mat(); 
    136 <a name="l00158"></a>00158          
    137 <a name="l00159"></a>00159         _Ry.inv( _iRy ); <span class="comment">// result is in _iRy;</span> 
    138 <a name="l00160"></a>00160         _K = Pfull*C.transpose()*(_iRy.to_mat()); 
    139 <a name="l00161"></a>00161         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> -= _K*C*Pfull; <span class="comment">// P = P -KCP;</span> 
    140 <a name="l00162"></a>00162         _yp = y-C*<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>-D*u; <span class="comment">//y prediction</span> 
    141 <a name="l00163"></a>00163         <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> += _K*( _yp ); 
    142 <a name="l00164"></a>00164          
    143 <a name="l00165"></a>00165         <span class="keywordflow">if</span> (evalll==<span class="keyword">true</span>) { 
    144 <a name="l00166"></a>00166         <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+= -0.5*(_Ry.cols()*0.79817986835811504957 \ 
    145 <a name="l00167"></a>00167         +_Ry.logdet() +_iRy.qform(_yp)); 
    146 <a name="l00168"></a>00168         } 
    147 <a name="l00169"></a>00169 }; 
    148 <a name="l00170"></a>00170  
     117<a name="l00138"></a>00138         _Ry = eye(dimy); <span class="comment">// needed in inv(_iRy)</span> 
     118<a name="l00139"></a>00139 } 
     119<a name="l00140"></a>00140  
     120<a name="l00141"></a>00141 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     121<a name="l00142"></a><a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">00142</a> <span class="keywordtype">void</span> <a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e" title="Here dt = [yt;ut] of appropriate dimensions.">Kalman&lt;sq_T&gt;::bayes</a>( <span class="keyword">const</span> vec &amp;dt , <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) { 
     122<a name="l00143"></a>00143         it_assert_debug( dt.length()==( dimy+dimu ),<span class="stringliteral">"KalmanFull::bayes wrong size of dt"</span> ); 
     123<a name="l00144"></a>00144  
     124<a name="l00145"></a>00145         vec u = dt.get( dimy,dimy+dimu-1 ); 
     125<a name="l00146"></a>00146         vec y = dt.get( 0,dimy-1 ); 
     126<a name="l00147"></a>00147         <span class="comment">//Time update</span> 
     127<a name="l00148"></a>00148         <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = A*<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> + B*u; 
     128<a name="l00149"></a>00149         <span class="comment">//P  = A*P*A.transpose() + Q; in sq_T</span> 
     129<a name="l00150"></a>00150         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.mult_sym( A ); 
     130<a name="l00151"></a>00151         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>+=Q; 
     131<a name="l00152"></a>00152  
     132<a name="l00153"></a>00153         <span class="comment">//Data update</span> 
     133<a name="l00154"></a>00154         <span class="comment">//_Ry = C*P*C.transpose() + R; in sq_T</span> 
     134<a name="l00155"></a>00155         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.mult_sym( C, _Ry); 
     135<a name="l00156"></a>00156         _Ry+=R; 
     136<a name="l00157"></a>00157  
     137<a name="l00158"></a>00158         mat Pfull = <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.to_mat(); 
     138<a name="l00159"></a>00159          
     139<a name="l00160"></a>00160         _Ry.inv( _iRy ); <span class="comment">// result is in _iRy;</span> 
     140<a name="l00161"></a>00161         _K = Pfull*C.transpose()*(_iRy.to_mat()); 
     141<a name="l00162"></a>00162         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> -= _K*C*Pfull; <span class="comment">// P = P -KCP;</span> 
     142<a name="l00163"></a>00163         _yp = y-C*<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>-D*u; <span class="comment">//y prediction</span> 
     143<a name="l00164"></a>00164         <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> += _K*( _yp ); 
     144<a name="l00165"></a>00165          
     145<a name="l00166"></a>00166         <span class="keywordflow">if</span> (evalll==<span class="keyword">true</span>) { 
     146<a name="l00167"></a>00167         <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+= -0.5*(_Ry.cols()*0.79817986835811504957 \ 
     147<a name="l00168"></a>00168         +_Ry.logdet() +_iRy.qform(_yp)); 
     148<a name="l00169"></a>00169         } 
     149<a name="l00170"></a>00170 }; 
    149150<a name="l00171"></a>00171  
    150 <a name="l00172"></a>00172 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    151 <a name="l00173"></a><a class="code" href="classEKF.html#ec441d41529eeae4a1309426386b4a10">00173</a> <a class="code" href="classEKF.html#ec441d41529eeae4a1309426386b4a10" title="Default constructor.">EKF&lt;sq_T&gt;::EKF</a>(<span class="keyword">const</span> <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> fxu0, <span class="keyword">const</span> <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> hxu0): fxu(fxu0), hxu(hxu0),<a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a>&lt;<a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&gt;(fxu0._dimx(),fxu0._dimu(),hxu0._dimy()) { 
    152 <a name="l00174"></a>00174                  
    153 <a name="l00175"></a>00175                 <span class="comment">//initialize matrices A C, later, these will be only updated!</span> 
    154 <a name="l00176"></a>00176                 fxu.<a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates  and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),A,<span class="keyword">true</span>); 
    155 <a name="l00177"></a>00177                 hxu.<a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates  and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),C,<span class="keyword">true</span>); 
    156 <a name="l00178"></a>00178 } 
    157 <a name="l00179"></a>00179  
    158 <a name="l00180"></a>00180 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    159 <a name="l00181"></a><a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">00181</a> <span class="keywordtype">void</span> <a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747" title="Here dt = [yt;ut] of appropriate dimensions.">EKF&lt;sq_T&gt;::bayes</a>( <span class="keyword">const</span> vec &amp;dt , <span class="keywordtype">bool</span> evalll) { 
    160 <a name="l00182"></a>00182         it_assert_debug( dt.length()==( dimy+dimu ),<span class="stringliteral">"KalmanFull::bayes wrong size of dt"</span> ); 
     151<a name="l00172"></a>00172 <span class="comment">//TODO why not const pointer??</span> 
     152<a name="l00173"></a>00173  
     153<a name="l00174"></a>00174 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     154<a name="l00175"></a><a class="code" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">00175</a> <a class="code" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e" title="Default constructor.">EKF&lt;sq_T&gt;::EKF</a>( <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu0,  <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu0, sq_T Q0, sq_T R0, vec mu0, mat P0): pfxu(pfxu0), phxu(phxu0), <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a>&lt;<a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&gt;(pfxu0-&gt;_dimx(),pfxu0-&gt;_dimu(),phxu0-&gt;_dimy()) { 
     155<a name="l00176"></a>00176                  
     156<a name="l00177"></a>00177                 <span class="comment">//initialize matrices A C, later, these will be only updated!</span> 
     157<a name="l00178"></a>00178                 pfxu-&gt;<a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates  and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),A,<span class="keyword">true</span>); 
     158<a name="l00179"></a>00179                 pfxu-&gt;<a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0" title="Evaluates  and writes result into A .">dfdu_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),B,<span class="keyword">true</span>); 
     159<a name="l00180"></a>00180                 phxu-&gt;<a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates  and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),C,<span class="keyword">true</span>); 
     160<a name="l00181"></a>00181                 phxu-&gt;<a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0" title="Evaluates  and writes result into A .">dfdu_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),D,<span class="keyword">true</span>); 
     161<a name="l00182"></a>00182                  
    161162<a name="l00183"></a>00183  
    162 <a name="l00184"></a>00184         vec u = dt.get( dimy,dimy+dimu-1 ); 
    163 <a name="l00185"></a>00185         vec y = dt.get( 0,dimy-1 ); 
    164 <a name="l00186"></a>00186         <span class="comment">//Time update</span> 
    165 <a name="l00187"></a>00187         <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = fxu.<a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>, u); 
    166 <a name="l00188"></a>00188         fxu.<a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates  and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u,A,<span class="keyword">false</span>); <span class="comment">//update A by a derivative of fx</span> 
    167 <a name="l00189"></a>00189          
    168 <a name="l00190"></a>00190         <span class="comment">//P  = A*P*A.transpose() + Q; in sq_T</span> 
    169 <a name="l00191"></a>00191         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( A ); 
    170 <a name="l00192"></a>00192         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>+=Q; 
    171 <a name="l00193"></a>00193  
    172 <a name="l00194"></a>00194         <span class="comment">//Data update</span> 
    173 <a name="l00195"></a>00195         hxu.<a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates  and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u,C,<span class="keyword">false</span>); <span class="comment">//update C by a derivative hx</span> 
    174 <a name="l00196"></a>00196         <span class="comment">//_Ry = C*P*C.transpose() + R; in sq_T</span> 
    175 <a name="l00197"></a>00197         _Ry.<a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( C, <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>); 
    176 <a name="l00198"></a>00198         _Ry+=R; 
    177 <a name="l00199"></a>00199  
    178 <a name="l00200"></a>00200         mat Pfull = <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>(); 
    179 <a name="l00201"></a>00201          
    180 <a name="l00202"></a>00202         _Ry.<a class="code" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">inv</a>( _iRy ); <span class="comment">// result is in _iRy;</span> 
    181 <a name="l00203"></a>00203         _K = Pfull*C.transpose()*(_iRy.<a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>()); 
    182 <a name="l00204"></a>00204         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> -= _K*C*Pfull; <span class="comment">// P = P -KCP;</span> 
    183 <a name="l00205"></a>00205         _yp = y-hxu.<a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u); <span class="comment">//y prediction</span> 
    184 <a name="l00206"></a>00206         <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> += _K*( _yp ); 
    185 <a name="l00207"></a>00207          
    186 <a name="l00208"></a>00208         <span class="keywordflow">if</span> (evalll==<span class="keyword">true</span>) { 
    187 <a name="l00209"></a>00209         <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+= -0.5*(_Ry.<a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>()*0.79817986835811504957 \ 
    188 <a name="l00210"></a>00210         +_Ry.<a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3" title="Logarithm of a determinant.">logdet</a>() +_iRy.<a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a>(_yp)); 
    189 <a name="l00211"></a>00211         } 
    190 <a name="l00212"></a>00212 }; 
    191 <a name="l00213"></a>00213  
    192 <a name="l00214"></a>00214  
    193 <a name="l00215"></a>00215 <span class="preprocessor">#endif // KF_H</span> 
    194 <a name="l00216"></a>00216 <span class="preprocessor"></span> 
    195 <a name="l00217"></a>00217  
    196 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp; 
     163<a name="l00184"></a>00184                 R = R0; 
     164<a name="l00185"></a>00185                 Q = Q0; 
     165<a name="l00186"></a>00186                 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = mu0; 
     166<a name="l00187"></a>00187                 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> = P0; 
     167<a name="l00188"></a>00188  
     168<a name="l00189"></a>00189         <span class="keyword">using</span> std::cout; 
     169<a name="l00190"></a>00190         cout&lt;&lt;A&lt;&lt;std::endl; 
     170<a name="l00191"></a>00191         cout&lt;&lt;B&lt;&lt;std::endl; 
     171<a name="l00192"></a>00192         cout&lt;&lt;C&lt;&lt;std::endl; 
     172<a name="l00193"></a>00193         cout&lt;&lt;D&lt;&lt;std::endl; 
     173<a name="l00194"></a>00194  
     174<a name="l00195"></a>00195 } 
     175<a name="l00196"></a>00196  
     176<a name="l00197"></a>00197 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     177<a name="l00198"></a><a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">00198</a> <span class="keywordtype">void</span> <a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747" title="Here dt = [yt;ut] of appropriate dimensions.">EKF&lt;sq_T&gt;::bayes</a>( <span class="keyword">const</span> vec &amp;dt , <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) { 
     178<a name="l00199"></a>00199         it_assert_debug( dt.length()==( dimy+dimu ),<span class="stringliteral">"KalmanFull::bayes wrong size of dt"</span> ); 
     179<a name="l00200"></a>00200  
     180<a name="l00201"></a>00201         vec u = dt.get( dimy,dimy+dimu-1 ); 
     181<a name="l00202"></a>00202         vec y = dt.get( 0,dimy-1 ); 
     182<a name="l00203"></a>00203         <span class="comment">//Time update</span> 
     183<a name="l00204"></a>00204         <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = pfxu-&gt;<a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>, u); 
     184<a name="l00205"></a>00205         pfxu-&gt;<a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates  and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u,A,<span class="keyword">false</span>); <span class="comment">//update A by a derivative of fx</span> 
     185<a name="l00206"></a>00206          
     186<a name="l00207"></a>00207         <span class="comment">//P  = A*P*A.transpose() + Q; in sq_T</span> 
     187<a name="l00208"></a>00208         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( A ); 
     188<a name="l00209"></a>00209         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>+=Q; 
     189<a name="l00210"></a>00210  
     190<a name="l00211"></a>00211         <span class="comment">//Data update</span> 
     191<a name="l00212"></a>00212         phxu-&gt;<a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates  and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u,C,<span class="keyword">false</span>); <span class="comment">//update C by a derivative hx</span> 
     192<a name="l00213"></a>00213         <span class="comment">//_Ry = C*P*C.transpose() + R; in sq_T</span> 
     193<a name="l00214"></a>00214         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( C, _Ry); 
     194<a name="l00215"></a>00215         _Ry+=R; 
     195<a name="l00216"></a>00216  
     196<a name="l00217"></a>00217         mat Pfull = <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>(); 
     197<a name="l00218"></a>00218          
     198<a name="l00219"></a>00219         _Ry.<a class="code" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1" title="Matrix inversion preserving the chosen form.">inv</a>( _iRy ); <span class="comment">// result is in _iRy;</span> 
     199<a name="l00220"></a>00220         _K = Pfull*C.transpose()*(_iRy.<a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>()); 
     200<a name="l00221"></a>00221         <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> -= _K*C*Pfull; <span class="comment">// P = P -KCP;</span> 
     201<a name="l00222"></a>00222         _yp = y-phxu-&gt;<a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u); <span class="comment">//y prediction</span> 
     202<a name="l00223"></a>00223         <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> += _K*( _yp ); 
     203<a name="l00224"></a>00224          
     204<a name="l00225"></a>00225         <span class="keywordflow">if</span> (evalll==<span class="keyword">true</span>) { 
     205<a name="l00226"></a>00226         <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+= -0.5*(_Ry.<a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>()*0.79817986835811504957 \ 
     206<a name="l00227"></a>00227         +_Ry.<a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3" title="Logarithm of a determinant.">logdet</a>() +_iRy.<a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a>(_yp)); 
     207<a name="l00228"></a>00228         } 
     208<a name="l00229"></a>00229 }; 
     209<a name="l00230"></a>00230  
     210<a name="l00231"></a>00231  
     211<a name="l00232"></a>00232 <span class="preprocessor">#endif // KF_H</span> 
     212<a name="l00233"></a>00233 <span class="preprocessor"></span> 
     213<a name="l00234"></a>00234  
     214</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
    197215<a href="http://www.doxygen.org/index.html"> 
    198216<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libKF_8h.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    4748<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 
    4849----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 
    49 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp; 
     50Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
    5051<a href="http://www.doxygen.org/index.html"> 
    5152<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libPF_8h-source.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    3536<a name="l00038"></a>00038         <a class="code" href="classPF.html" title="A Particle Filter prototype.">PF</a> (vec w); 
    3637<a name="l00039"></a>00039         <span class="comment">//TODO remove or implement bayes()!</span> 
    37 <a name="l00040"></a><a class="code" href="classPF.html#eb06bd7d4325f22f54233967295793b9">00040</a>         <span class="keywordtype">void</span> <a class="code" href="classPF.html#eb06bd7d4325f22f54233967295793b9" title="Incremental Bayes rule.">bayes</a>(<span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> evell){}; 
     38<a name="l00040"></a>00040         <span class="keywordtype">void</span> bayes(<span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> evell){}; 
    3839<a name="l00041"></a>00041 }; 
    3940<a name="l00042"></a>00042  
     
    4243<a name="l00051"></a>00051          
    4344<a name="l00052"></a>00052         <span class="keywordtype">bool</span> is_proposal; 
    44 <a name="l00053"></a>00053         <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *prop; 
     45<a name="l00053"></a>00053         <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> *prop; 
    4546<a name="l00054"></a>00054         <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *par; 
    4647<a name="l00055"></a>00055         <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *obs; 
    4748<a name="l00056"></a>00056          
    4849<a name="l00057"></a>00057         <span class="keyword">public</span>: 
    49 <a name="l00058"></a>00058         <a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a>(<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;par, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;obs, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;prop, <span class="keywordtype">int</span> n0); 
     50<a name="l00058"></a>00058         <a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a>(<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;par, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;obs, <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> &amp;prop, <span class="keywordtype">int</span> n0); 
    5051<a name="l00059"></a>00059         <a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a>(<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;par, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;obs, <span class="keywordtype">int</span> n0); 
    51 <a name="l00060"></a>00060         <span class="keywordtype">void</span> <a class="code" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389" title="Incremental Bayes rule.">bayes</a>(<span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> evalll); 
     52<a name="l00060"></a>00060         <span class="keywordtype">void</span> bayes(<span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>); 
    5253<a name="l00061"></a>00061 }; 
    5354<a name="l00062"></a>00062  
     
    5657<a name="l00065"></a>00065         <span class="keyword">public</span>: 
    5758<a name="l00066"></a>00066         MPF(<a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> &amp;B, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;prop, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;obs, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;par); 
    58 <a name="l00067"></a>00067         <span class="keywordtype">void</span> <a class="code" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389" title="Incremental Bayes rule.">bayes</a>(vec &amp;dt);     
     59<a name="l00067"></a>00067         <span class="keywordtype">void</span> bayes(vec &amp;dt);     
    5960<a name="l00068"></a>00068 }; 
    6061<a name="l00069"></a>00069  
     
    6263<a name="l00071"></a>00071 <span class="preprocessor"></span> 
    6364<a name="l00072"></a>00072  
    64 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp; 
     65</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
    6566<a href="http://www.doxygen.org/index.html"> 
    6667<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/html/libPF_8h.html

    r22 r28  
    1111    <li><a href="annotated.html"><span>Classes</span></a></li> 
    1212    <li class="current"><a href="files.html"><span>Files</span></a></li> 
     13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1314  </ul> 
    1415</div> 
     
    5253<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 
    5354----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 
    54 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:15 2008 for mixpp by&nbsp; 
     55Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
    5556<a href="http://www.doxygen.org/index.html"> 
    5657<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
  • doc/latex/classBM.tex

    r22 r28  
    1919 
    2020\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
    21 virtual void {\bf bayes} (const vec \&dt, bool evall=true)=0 
     21virtual void {\bf bayes} (const vec \&dt)=0 
    2222\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item  
    2323void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9} 
    2424 
    25 \begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\end{CompactItemize} 
     25\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item  
     26{\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{classBM_a5b8f6c8a872738cfaa30ab010e8c077} 
     27 
     28\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\end{CompactItemize} 
    2629\subsection*{Public Attributes} 
    2730\begin{CompactItemize} 
     
    2932double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979} 
    3033 
    31 \begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\end{CompactItemize} 
     34\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item  
     35bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129} 
     36 
     37\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 time. \item\end{CompactList}\end{CompactItemize} 
    3238 
    3339 
     
    3844\index{BM@{BM}!bayes@{bayes}} 
    3945\index{bayes@{bayes}!BM@{BM}} 
    40 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void BM::bayes (const vec \& {\em dt}, bool {\em evall} = {\tt true})\hspace{0.3cm}{\tt  [pure virtual]}}\label{classBM_c52edf4ad6e1dff9bf64b9e1e0cfb1f0} 
     46\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  [pure virtual]}}\label{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf} 
    4147 
    4248 
     
    4652\item[Parameters:] 
    4753\begin{description} 
    48 \item[{\em dt}]vector of input data \item[{\em evall}]If true, the filter will compute likelihood of the data record and store it in {\tt ll} \end{description} 
     54\item[{\em dt}]vector of input data \end{description} 
    4955\end{Desc} 
    5056 
    51  
    52 Implemented in {\bf KalmanFull} \doxyref{}{p.}{classKalmanFull_048b13739b94c331cda08249b278552b}, {\bf Kalman$<$ sq\_\-T $>$} \doxyref{}{p.}{classKalman_e945d9205ca14acbd83ba80ea6f72b8e}, {\bf EKF$<$ sq\_\-T $>$} \doxyref{}{p.}{classEKF_fb0a08463f14e5584344ea2df99fe747}, {\bf PF} \doxyref{}{p.}{classPF_eb06bd7d4325f22f54233967295793b9}, {\bf TrivialPF} \doxyref{}{p.}{classTrivialPF_77a92bf054d763f806d27fc37a058389}, and {\bf Kalman$<$ fsqmat $>$} \doxyref{}{p.}{classKalman_e945d9205ca14acbd83ba80ea6f72b8e}. 
    5357 
    5458The documentation for this class was generated from the following file:\begin{CompactItemize} 
  • doc/latex/classKalman.tex

    r22 r28  
    2929 
    3030\begin{CompactList}\small\item\em Full constructor. \item\end{CompactList}\item  
    31 void {\bf bayes} (const vec \&dt, bool evalll=true)\label{classKalman_e945d9205ca14acbd83ba80ea6f72b8e} 
     31void {\bf bayes} (const vec \&dt, bool {\bf evalll}=true)\label{classKalman_e945d9205ca14acbd83ba80ea6f72b8e} 
    3232 
    33 \begin{CompactList}\small\item\em Here dt = [yt;ut] of appropriate dimensions. \item\end{CompactList}\end{CompactItemize} 
     33\begin{CompactList}\small\item\em Here dt = [yt;ut] of appropriate dimensions. \item\end{CompactList}\item  
     34virtual void {\bf bayes} (const vec \&dt)=0 
     35\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item  
     36void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9} 
     37 
     38\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item  
     39{\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{classBM_a5b8f6c8a872738cfaa30ab010e8c077} 
     40 
     41\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\end{CompactItemize} 
    3442\subsection*{Public Attributes} 
    3543\begin{CompactItemize} 
     
    4048sq\_\-T {\bf P}\label{classKalman_188cd5ac1c9e496b1a371eb7c57c97d3} 
    4149 
    42 \begin{CompactList}\small\item\em Mean value of the posterior density. \item\end{CompactList}\end{CompactItemize} 
     50\begin{CompactList}\small\item\em Mean value of the posterior density. \item\end{CompactList}\item  
     51double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979} 
     52 
     53\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item  
     54bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129} 
     55 
     56\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 time. \item\end{CompactList}\end{CompactItemize} 
    4357\subsection*{Protected Attributes} 
    4458\begin{CompactItemize} 
     
    96110\doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form.  
    97111 
     112\subsection{Member Function Documentation} 
     113\index{Kalman@{Kalman}!bayes@{bayes}} 
     114\index{bayes@{bayes}!Kalman@{Kalman}} 
     115\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  [pure virtual, inherited]}}\label{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf} 
     116 
     117 
     118Incremental Bayes rule.  
     119 
     120\begin{Desc} 
     121\item[Parameters:] 
     122\begin{description} 
     123\item[{\em dt}]vector of input data \end{description} 
     124\end{Desc} 
     125 
     126 
    98127The documentation for this class was generated from the following file:\begin{CompactItemize} 
    99128\item  
  • doc/latex/classKalmanFull.tex

    r19 r28  
    2626 
    2727\begin{CompactList}\small\item\em Full constructor. \item\end{CompactList}\item  
    28 void {\bf bayes} (const vec \&dt, bool evalll=true)\label{classKalmanFull_048b13739b94c331cda08249b278552b} 
     28void {\bf bayes} (const vec \&dt, bool {\bf evalll}=true)\label{classKalmanFull_048b13739b94c331cda08249b278552b} 
    2929 
    30 \begin{CompactList}\small\item\em Here dt = [yt;ut] of appropriate dimensions. \item\end{CompactList}\end{CompactItemize} 
     30\begin{CompactList}\small\item\em Here dt = [yt;ut] of appropriate dimensions. \item\end{CompactList}\item  
     31virtual void {\bf bayes} (const vec \&dt)=0 
     32\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item  
     33void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9} 
     34 
     35\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item  
     36{\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{classBM_a5b8f6c8a872738cfaa30ab010e8c077} 
     37 
     38\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\end{CompactItemize} 
    3139\subsection*{Public Attributes} 
    3240\begin{CompactItemize} 
     
    3745mat {\bf P}\label{classKalmanFull_b75dc059e84fa8ffc076203b30f926cc} 
    3846 
    39 \begin{CompactList}\small\item\em Variance of the posterior density. \item\end{CompactList}\end{CompactItemize} 
     47\begin{CompactList}\small\item\em Variance of the posterior density. \item\end{CompactList}\item  
     48double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979} 
     49 
     50\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item  
     51bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129} 
     52 
     53\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 time. \item\end{CompactList}\end{CompactItemize} 
    4054\subsection*{Friends} 
    4155\begin{CompactItemize} 
     
    4963Basic \doxyref{Kalman}{p.}{classKalman} filter with full matrices (education purpose only)! Will be deleted soon!  
    5064 
     65\subsection{Member Function Documentation} 
     66\index{KalmanFull@{KalmanFull}!bayes@{bayes}} 
     67\index{bayes@{bayes}!KalmanFull@{KalmanFull}} 
     68\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  [pure virtual, inherited]}}\label{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf} 
     69 
     70 
     71Incremental Bayes rule.  
     72 
     73\begin{Desc} 
     74\item[Parameters:] 
     75\begin{description} 
     76\item[{\em dt}]vector of input data \end{description} 
     77\end{Desc} 
     78 
     79 
    5180The documentation for this class was generated from the following files:\begin{CompactItemize} 
    5281\item  
  • doc/latex/classPF.tex

    r19 r28  
    2929 
    3030\item  
    31 void {\bf bayes} (const vec \&dt, bool evell) 
    32 \begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\end{CompactItemize} 
     31void \textbf{bayes} (const vec \&dt, bool evell)\label{classPF_eb06bd7d4325f22f54233967295793b9} 
     32 
     33\item  
     34virtual void {\bf bayes} (const vec \&dt)=0 
     35\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item  
     36void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9} 
     37 
     38\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item  
     39{\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{classBM_a5b8f6c8a872738cfaa30ab010e8c077} 
     40 
     41\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\end{CompactItemize} 
     42\subsection*{Public Attributes} 
     43\begin{CompactItemize} 
     44\item  
     45double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979} 
     46 
     47\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item  
     48bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129} 
     49 
     50\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 time. \item\end{CompactList}\end{CompactItemize} 
    3351\subsection*{Protected Attributes} 
    3452\begin{CompactItemize} 
     
    5371\index{PF@{PF}!bayes@{bayes}} 
    5472\index{bayes@{bayes}!PF@{PF}} 
    55 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}void PF::bayes (const vec \& {\em dt}, bool {\em evall})\hspace{0.3cm}{\tt  [inline, virtual]}}\label{classPF_eb06bd7d4325f22f54233967295793b9} 
     73\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  [pure virtual, inherited]}}\label{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf} 
    5674 
    5775 
     
    6179\item[Parameters:] 
    6280\begin{description} 
    63 \item[{\em dt}]vector of input data \item[{\em evall}]If true, the filter will compute likelihood of the data record and store it in {\tt ll} \end{description} 
     81\item[{\em dt}]vector of input data \end{description} 
    6482\end{Desc} 
    6583 
    66  
    67 Implements {\bf BM} \doxyref{}{p.}{classBM_c52edf4ad6e1dff9bf64b9e1e0cfb1f0}. 
    68  
    69 Reimplemented in {\bf TrivialPF} \doxyref{}{p.}{classTrivialPF_77a92bf054d763f806d27fc37a058389}. 
    7084 
    7185The documentation for this class was generated from the following files:\begin{CompactItemize} 
  • doc/latex/classTrivialPF.tex

    r19 r28  
    1717\begin{center} 
    1818\leavevmode 
    19 \includegraphics[width=67pt]{classTrivialPF__coll__graph} 
     19\includegraphics[width=85pt]{classTrivialPF__coll__graph} 
    2020\end{center} 
    2121\end{figure} 
     
    2323\begin{CompactItemize} 
    2424\item  
    25 \textbf{TrivialPF} ({\bf mpdf} \&par, {\bf mpdf} \&obs, {\bf mpdf} \&prop, int n0)\label{classTrivialPF_e6d9e3506da221a10a517bd5712b5a84} 
     25\textbf{TrivialPF} ({\bf mpdf} \&par, {\bf mpdf} \&obs, {\bf BM} \&prop, int n0)\label{classTrivialPF_c5a420747532e24b25cb0d835288795b} 
    2626 
    2727\item  
     
    2929 
    3030\item  
    31 void {\bf bayes} (const vec \&dt, bool evalll) 
    32 \begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\end{CompactItemize} 
     31void \textbf{bayes} (const vec \&dt, bool {\bf evalll})\label{classTrivialPF_77a92bf054d763f806d27fc37a058389} 
     32 
     33\item  
     34ivec {\bf resample} (RESAMPLING\_\-METHOD method=SYSTEMATIC)\label{classPF_a0e26b2f6a5884aca49122f3e4f0cf19} 
     35 
     36\begin{CompactList}\small\item\em Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.). \item\end{CompactList}\item  
     37virtual void {\bf bayes} (const vec \&dt)=0 
     38\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item  
     39void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9} 
     40 
     41\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item  
     42{\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{classBM_a5b8f6c8a872738cfaa30ab010e8c077} 
     43 
     44\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\end{CompactItemize} 
     45\subsection*{Public Attributes} 
     46\begin{CompactItemize} 
     47\item  
     48double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979} 
     49 
     50\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item  
     51bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129} 
     52 
     53\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 time. \item\end{CompactList}\end{CompactItemize} 
     54\subsection*{Protected Attributes} 
     55\begin{CompactItemize} 
     56\item  
     57int \textbf{n}\label{classPF_2c2f44ed7a4eaa42e07bdb58d503f280} 
     58 
     59\item  
     60vec \textbf{w}\label{classPF_f6bc92f7979af4513b06b161497ba868} 
     61 
     62\item  
     63Uniform\_\-RNG \textbf{URNG}\label{classPF_3568ca7c3b3175d98b548f496b4c34dd} 
     64 
     65\end{CompactItemize} 
    3366 
    3467 
     
    3972\index{TrivialPF@{TrivialPF}!bayes@{bayes}} 
    4073\index{bayes@{bayes}!TrivialPF@{TrivialPF}} 
    41 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}void TrivialPF::bayes (const vec \& {\em dt}, bool {\em evall})\hspace{0.3cm}{\tt  [virtual]}}\label{classTrivialPF_77a92bf054d763f806d27fc37a058389} 
     74\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  [pure virtual, inherited]}}\label{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf} 
    4275 
    4376 
     
    4780\item[Parameters:] 
    4881\begin{description} 
    49 \item[{\em dt}]vector of input data \item[{\em evall}]If true, the filter will compute likelihood of the data record and store it in {\tt ll} \end{description} 
     82\item[{\em dt}]vector of input data \end{description} 
    5083\end{Desc} 
    5184 
    52  
    53 Reimplemented from {\bf PF} \doxyref{}{p.}{classPF_eb06bd7d4325f22f54233967295793b9}. 
    5485 
    5586The documentation for this class was generated from the following files:\begin{CompactItemize} 
  • doc/latex/classeEF.tex

    r19 r28  
    2828virtual void \textbf{dupdate} (mat \&v, double nu=1.0)\label{classeEF_5863718c3b2fb1496dece10c5b745d5c} 
    2929 
    30 \end{CompactItemize} 
     30\item  
     31virtual vec {\bf sample} ()=0 
     32\begin{CompactList}\small\item\em Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. \item\end{CompactList}\item  
     33virtual double {\bf eval} (const vec \&val)\label{classepdf_f333ceeb88ebc37d81fcd4cea4526bfc} 
     34 
     35\begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\end{CompactItemize} 
    3136 
    3237 
     
    3641More?...  
    3742 
     43\subsection{Member Function Documentation} 
     44\index{eEF@{eEF}!sample@{sample}} 
     45\index{sample@{sample}!eEF@{eEF}} 
     46\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual vec epdf::sample ()\hspace{0.3cm}{\tt  [pure virtual, inherited]}}\label{classepdf_7f74d871d50b9ff360f1b3879092a9fa} 
     47 
     48 
     49Returns the required moment of the \doxyref{epdf}{p.}{classepdf}.  
     50 
     51Returns a sample from the density, $x \sim epdf(rv)$  
     52 
     53Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_6020bcd89db2c9584bd8871001bd2023}. 
     54 
    3855The documentation for this class was generated from the following file:\begin{CompactItemize} 
    3956\item  
  • doc/latex/classfnc.tex

    r22 r28  
    2222 
    2323\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 
     24\subsection*{Protected Attributes} 
     25\begin{CompactItemize} 
     26\item  
     27int \textbf{dimy}\label{classfnc_22d51d10a7901331167f64f80d1af8e9} 
     28 
     29\end{CompactItemize} 
    2430 
    2531 
  • doc/latex/classfsqmat.tex

    r22 r28  
    3333 
    3434\item  
    35 void \textbf{inv} ({\bf fsqmat} \&Inv)\label{classfsqmat_9fa853e1ca28f2a1a1c43377e798ecb1} 
    36  
    37 \item  
    3835void {\bf clear} ()\label{classfsqmat_cfa4c359483d2322f32d1d50050f8ac4} 
    3936 
     
    4239 
    4340\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item  
    44 virtual void {\bf inv} ({\bf fsqmat} $\ast$Inv) 
     41virtual void {\bf inv} ({\bf fsqmat} \&Inv) 
    4542\begin{CompactList}\small\item\em Matrix inversion preserving the chosen form. \item\end{CompactList}\item  
    4643double {\bf logdet} ()\label{classfsqmat_bf212272ec195ad2706e2bf4d8e7c9b3} 
     
    6057{\bf fsqmat} \& \textbf{operator $\ast$=} (double x)\label{classfsqmat_8f7ce97628a50e06641281096b2af9b7} 
    6158 
    62 \end{CompactItemize} 
     59\item  
     60int {\bf cols} () const \label{classsqmat_ecc2e2540f95a04f4449842588170f5b} 
     61 
     62\begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\item  
     63int {\bf rows} () const \label{classsqmat_071e80ced9cc3b8cbb360fa7462eb646} 
     64 
     65\begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\end{CompactItemize} 
    6366\subsection*{Protected Attributes} 
    6467\begin{CompactItemize} 
    6568\item  
    6669mat \textbf{M}\label{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453} 
     70 
     71\item  
     72int \textbf{dim}\label{classsqmat_0abed904bdc0882373ba9adba919689d} 
    6773 
    6874\end{CompactItemize} 
     
    103109Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_faa3bc90be142adde9cf74f573c70157}.\index{fsqmat@{fsqmat}!inv@{inv}} 
    104110\index{inv@{inv}!fsqmat@{fsqmat}} 
    105 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void fsqmat::inv ({\bf fsqmat} $\ast$ {\em Inv})\hspace{0.3cm}{\tt  [virtual]}}\label{classfsqmat_788423cc2679620dd6da8d2fca2e3e4d} 
     111\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::inv ({\bf fsqmat} \& {\em Inv})\hspace{0.3cm}{\tt  [virtual]}}\label{classfsqmat_9fa853e1ca28f2a1a1c43377e798ecb1} 
    106112 
    107113 
     
    124130Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_b5236c8a050199e1a9d338b0da1a08d2}. 
    125131 
    126 The documentation for this class was generated from the following file:\begin{CompactItemize} 
     132The documentation for this class was generated from the following files:\begin{CompactItemize} 
    127133\item  
    128 work/mixpp/bdm/math/{\bf libDC.h}\end{CompactItemize} 
     134work/mixpp/bdm/math/{\bf libDC.h}\item  
     135work/mixpp/bdm/math/libDC.cpp\item  
     136work/mixpp/bdm/math/libDC\_\-.cpp\end{CompactItemize} 
  • doc/latex/doxygen.sty

    r22 r28  
    1111\rhead[\fancyplain{}{\bfseries\leftmark}] 
    1212        {\fancyplain{}{\bfseries\thepage}} 
    13 \rfoot[\fancyplain{}{\bfseries\scriptsize Generated on Sun Feb 17 16:14:14 2008 for mixpp by Doxygen }]{} 
    14 \lfoot[]{\fancyplain{}{\bfseries\scriptsize Generated on Sun Feb 17 16:14:14 2008 for mixpp by Doxygen }} 
     13\rfoot[\fancyplain{}{\bfseries\scriptsize Generated on Mon Feb 18 21:48:39 2008 for mixpp by Doxygen }]{} 
     14\lfoot[]{\fancyplain{}{\bfseries\scriptsize Generated on Mon Feb 18 21:48:39 2008 for mixpp by Doxygen }} 
    1515\cfoot{} 
    1616\newenvironment{Code} 
  • doc/latex/refman.tex

    r22 r28  
    2121{\large Generated by Doxygen 1.5.3}\\ 
    2222\vspace*{0.5cm} 
    23 {\small Sun Feb 17 16:14:14 2008}\\ 
     23{\small Mon Feb 18 21:48:39 2008}\\ 
    2424\end{center} 
    2525\end{titlepage} 
     
    3535\chapter{mixpp File Index} 
    3636\input{files} 
     37\chapter{mixpp Page Index} 
     38\input{pages} 
    3739\chapter{mixpp Class Documentation} 
    3840\input{classbilinfn} 
     
    6365\include{libDS_8h} 
    6466\include{libEF_8h} 
     67\chapter{mixpp Page Documentation} 
     68\input{codingrules} 
    6569\printindex 
    6670\end{document}