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03/06/09 15:03:45 (16 years ago)
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smidl
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correction of ARX tutorial

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  • doc/html/classbdm_1_1BMEF.html

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    22<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"> 
    33<title>mixpp: bdm::BMEF Class Reference</title> 
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    7070<div class="contents"> 
    71 <h1>bdm::BMEF Class Reference</h1><!-- doxytag: class="bdm::BMEF" --><!-- doxytag: inherits="bdm::BM" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code> 
    72 <p> 
    73 <div class="dynheader"> 
    74 Inheritance diagram for bdm::BMEF:</div> 
    75 <div class="dynsection"> 
    76  
    77 <p><center><img src="classbdm_1_1BMEF.png" usemap="#bdm::BMEF_map" border="0" alt=""></center> 
    78 <map name="bdm::BMEF_map"> 
    79 <area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="96,56,182,80"> 
    80 <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="96,0,182,24"> 
    81 <area href="classbdm_1_1ARX.html" alt="bdm::ARX" shape="rect" coords="0,168,86,192"> 
    82 <area href="classbdm_1_1MixEF.html" alt="bdm::MixEF" shape="rect" coords="96,168,182,192"> 
    83 <area href="classbdm_1_1multiBM.html" alt="bdm::multiBM" shape="rect" coords="192,168,278,192"> 
    84 </map> 
    85 </div> 
    86  
    87 <p> 
    88 <a href="classbdm_1_1BMEF-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 
    89 Estimator for Exponential family. <table border="0" cellpadding="0" cellspacing="0"> 
     71<h1>bdm::BMEF Class Reference</h1><!-- doxytag: class="bdm::BMEF" --><!-- doxytag: inherits="bdm::BM" -->Estimator for Exponential family.   
     72<a href="#_details">More...</a> 
     73<p> 
     74<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code> 
     75<p> 
     76 
     77<p> 
     78<a href="classbdm_1_1BMEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
    9079<tr><td></td></tr> 
     80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
     81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2def512872ed8a4fc3b702371ec0be55"></a><!-- doxytag: member="bdm::BMEF::BMEF" ref="2def512872ed8a4fc3b702371ec0be55" args="(double frg0=1.0)" --> 
     82&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#2def512872ed8a4fc3b702371ec0be55">BMEF</a> (double frg0=1.0)</td></tr> 
     83 
     84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor (=empty constructor). <br></td></tr> 
     85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9662379513101405e159e76717104e62"></a><!-- doxytag: member="bdm::BMEF::BMEF" ref="9662379513101405e159e76717104e62" args="(const BMEF &amp;B)" --> 
     86&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62">BMEF</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> &amp;B)</td></tr> 
     87 
     88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr> 
     89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::BMEF::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> 
     90virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> 
     91 
     92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr> 
     93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::BMEF::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &amp;data, const double w)" --> 
     94virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">bayes</a> (const vec &amp;data, const double w)</td></tr> 
     95 
     96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr> 
     97<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bayes</a> (const vec &amp;dt)</td></tr> 
     98 
     99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#c287f4c0c1ea31b91572ec45351838f1"></a><br></td></tr> 
     100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2916a2e71a958665054473124d5e749"></a><!-- doxytag: member="bdm::BMEF::flatten" ref="b2916a2e71a958665054473124d5e749" args="(const BMEF *B)" --> 
     101virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> 
     102 
     103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br></td></tr> 
     104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62d2e4691bed41a1efa6b9c2e35e5c67"></a><!-- doxytag: member="bdm::BMEF::_copy_" ref="62d2e4691bed41a1efa6b9c2e35e5c67" args="() const " --> 
     105<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">_copy_</a> () const </td></tr> 
     106 
     107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr> 
     108<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
     109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::BMEF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
     110virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr> 
     111 
     112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     113<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr> 
     114 
     115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::BMEF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
     116vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr> 
     117 
     118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
     119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::BMEF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
     120virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 
     121 
     122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_49.png">. <br></td></tr> 
     123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::BMEF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
     124virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
     125 
     126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
     127<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
     128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::BMEF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
     129const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
     130 
     131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::BMEF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
     132void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     133 
     134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::BMEF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     135void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     136 
     137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::BMEF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
     138double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
     139 
     140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::BMEF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
     141void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
     142 
     143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="bdm::BMEF::posterior" ref="bb7b0065d6cb722a66b371a8260121e1" args="() const =0" --> 
     144virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr> 
     145 
     146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="bdm::BMEF::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" --> 
     147virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const =0</td></tr> 
     148 
     149<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::BMEF::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
     151double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
     152 
     153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr> 
     154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::BMEF::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> 
     155double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
     156 
     157<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr> 
     158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::BMEF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
     159<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
     160 
     161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
     162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::BMEF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
     163double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
     164 
     165<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::BMEF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
     167bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
     168 
     169<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 computational time. <br></td></tr> 
    91170<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
    92171<tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed <br><br></td></tr> 
    … …  
    123202 
    124203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Option for logging bounds. <br></td></tr> 
    125 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    126 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2def512872ed8a4fc3b702371ec0be55"></a><!-- doxytag: member="bdm::BMEF::BMEF" ref="2def512872ed8a4fc3b702371ec0be55" args="(double frg0=1.0)" --> 
    127 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#2def512872ed8a4fc3b702371ec0be55">BMEF</a> (double frg0=1.0)</td></tr> 
    128  
    129 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor (=empty constructor). <br></td></tr> 
    130 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9662379513101405e159e76717104e62"></a><!-- doxytag: member="bdm::BMEF::BMEF" ref="9662379513101405e159e76717104e62" args="(const BMEF &amp;B)" --> 
    131 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62">BMEF</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> &amp;B)</td></tr> 
    132  
    133 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr> 
    134 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::BMEF::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> 
    135 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> 
    136  
    137 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr> 
    138 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::BMEF::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &amp;data, const double w)" --> 
    139 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">bayes</a> (const vec &amp;data, const double w)</td></tr> 
    140  
    141 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr> 
    142 <tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bayes</a> (const vec &amp;dt)</td></tr> 
    143  
    144 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#c287f4c0c1ea31b91572ec45351838f1"></a><br></td></tr> 
    145 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2916a2e71a958665054473124d5e749"></a><!-- doxytag: member="bdm::BMEF::flatten" ref="b2916a2e71a958665054473124d5e749" args="(const BMEF *B)" --> 
    146 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> 
    147  
    148 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br></td></tr> 
    149 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b43a62e180377648ebd0cbfabfbbeb"></a><!-- doxytag: member="bdm::BMEF::_copy_" ref="80b43a62e180377648ebd0cbfabfbbeb" args="(bool changerv=false) const " --> 
    150 <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#80b43a62e180377648ebd0cbfabfbbeb">_copy_</a> (bool changerv=false) const </td></tr> 
    151  
    152 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr> 
    153 <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    154 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> 
    155  
    156 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    157 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::BMEF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    158 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr> 
    159  
    160 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
    161 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr> 
    162  
    163 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::BMEF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
    164 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr> 
    165  
    166 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
    167 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::BMEF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
    168 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 
    169  
    170 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_49.png">. <br></td></tr> 
    171 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::BMEF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
    172 virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
    173  
    174 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
    175 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    176 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::BMEF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    177 const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
    178  
    179 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::BMEF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    180 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    181  
    182 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::BMEF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
    183 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    184  
    185 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::BMEF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    186 double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
    187  
    188 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::BMEF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    189 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
    190  
    191 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="bdm::BMEF::posterior" ref="bb7b0065d6cb722a66b371a8260121e1" args="() const =0" --> 
    192 virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr> 
    193  
    194 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="bdm::BMEF::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" --> 
    195 virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const =0</td></tr> 
    196  
    197 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    198 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::BMEF::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
    199 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
    200  
    201 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr> 
    202 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::BMEF::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> 
    203 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
    204  
    205 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr> 
    206 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::BMEF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
    207 <a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
    208  
    209 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
    210 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::BMEF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
    211 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
    212  
    213 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
    214 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::BMEF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
    215 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
    216  
    217 <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 computational time. <br></td></tr> 
    218204</table> 
    219 <hr><h2>Member Function Documentation</h2> 
     205<hr><a name="_details"></a><h2>Detailed Description</h2> 
     206Estimator for Exponential family. <hr><h2>Member Function Documentation</h2> 
    220207<a class="anchor" name="c287f4c0c1ea31b91572ec45351838f1"></a><!-- doxytag: member="bdm::BMEF::bayes" ref="c287f4c0c1ea31b91572ec45351838f1" args="(const vec &amp;dt)" --> 
    221208<div class="memitem"> 
    … …  
    248235 
    249236<p>References <a class="el" href="libEF_8h-source.html#l00088">bayes()</a>.</p> 
    250  
    251 </div> 
    252 </div><p> 
    253 <a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::BMEF::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " --> 
    254 <div class="memitem"> 
    255 <div class="memproto"> 
    256       <table class="memname"> 
    257         <tr> 
    258           <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td> 
    259           <td>(</td> 
    260           <td class="paramname">          </td> 
    261           <td>&nbsp;)&nbsp;</td> 
    262           <td> const<code> [inline, virtual, inherited]</code></td> 
    263         </tr> 
    264       </table> 
    265 </div> 
    266 <div class="memdoc"> 
    267  
    268 <p> 
    269 Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
    270 </pre></div>  
    271 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKF.html#fe9b2e227255ad32dc73df316b7318f4">bdm::EKF&lt; sq_T &gt;</a>, and <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>.</p> 
    272237 
    273238</div> 
    … …  
    293258<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p> 
    294259 
    295 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00650">bdm::BM::logpred_m()</a>.</p> 
     260<p>Referenced by <a class="el" href="libBM_8h-source.html#l00661">bdm::BM::logpred_m()</a>.</p> 
    296261 
    297262</div> 
    … …  
    300265<li><a class="el" href="libEF_8h-source.html">libEF.h</a><li>libEF.cpp</ul> 
    301266</div> 
    302 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:23 2009 for mixpp by&nbsp; 
     267<hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:39 2009 for mixpp by&nbsp; 
    303268<a href="http://www.doxygen.org/index.html"> 
    304 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> 
     269<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
    305270</body> 
    306271</html>