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03/06/09 15:03:45 (17 years ago)
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smidl
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correction of ARX tutorial

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  • doc/html/classbdm_1_1MixEF.html

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    71 <h1>bdm::MixEF Class Reference</h1><!-- doxytag: class="bdm::MixEF" --><!-- doxytag: inherits="bdm::BMEF" --><code>#include &lt;<a class="el" href="mixef_8h-source.html">mixef.h</a>&gt;</code> 
    72 <p> 
    73 <div class="dynheader"> 
    74 Inheritance diagram for bdm::MixEF:</div> 
    75 <div class="dynsection"> 
    76  
    77 <p><center><img src="classbdm_1_1MixEF.png" usemap="#bdm::MixEF_map" border="0" alt=""></center> 
    78 <map name="bdm::MixEF_map"> 
    79 <area href="classbdm_1_1BMEF.html" alt="bdm::BMEF" shape="rect" coords="0,112,86,136"> 
    80 <area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="0,56,86,80"> 
    81 <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,86,24"> 
    82 </map> 
    83 </div> 
    84  
    85 <p> 
    86 <a href="classbdm_1_1MixEF-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 
    87 Mixture of Exponential Family Densities.  
    88 <p> 
    89 An approximate estimation method for models with latent discrete variable, such as mixture models of the following kind: <p class="formulaDsp"> 
    90 <img class="formulaDsp" alt="\[ f(y_t|\psi_t, \Theta) = \sum_{i=1}^{n} w_i f(y_t|\psi_t, \theta_i) \]" src="form_12.png"> 
    91 <p> 
    92  where <img class="formulaInl" alt="$\psi$" src="form_13.png"> is a known function of past outputs, <img class="formulaInl" alt="$w=[w_1,\ldots,w_n]$" src="form_14.png"> are component weights, and component parameters <img class="formulaInl" alt="$\theta_i$" src="form_15.png"> are assumed to be mutually independent. <img class="formulaInl" alt="$\Theta$" src="form_16.png"> is an aggregation af all component parameters and weights, i.e. <img class="formulaInl" alt="$\Theta = [\theta_1,\ldots,\theta_n,w]$" src="form_17.png">.<p> 
    93 The characteristic feature of this model is that if the exact values of the latent variable were known, estimation of the parameters can be handled by a single model. For example, for the case of mixture models, posterior density for each component parameters would be a BayesianModel from Exponential Family.<p> 
    94 This class uses EM-style type algorithms for estimation of its parameters. Under this simplification, the posterior density is a product of exponential family members, hence under EM-style approximate estimation this class itself belongs to the exponential family.<p> 
    95 TODO: Extend <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> to use rvc. <table border="0" cellpadding="0" cellspacing="0"> 
     71<h1>bdm::MixEF Class Reference</h1><!-- doxytag: class="bdm::MixEF" --><!-- doxytag: inherits="bdm::BMEF" -->Mixture of Exponential Family Densities.   
     72<a href="#_details">More...</a> 
     73<p> 
     74<code>#include &lt;<a class="el" href="mixef_8h-source.html">mixef.h</a>&gt;</code> 
     75<p> 
     76 
     77<p> 
     78<a href="classbdm_1_1MixEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
    9679<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="4efe67d414ff34a1e7534004fd061241"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="4efe67d414ff34a1e7534004fd061241" args="(const Array&lt; BMEF * &gt; &amp;Coms0, const vec &amp;alpha0)" --> 
     82&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#4efe67d414ff34a1e7534004fd061241">MixEF</a> (const Array&lt; <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * &gt; &amp;Coms0, const vec &amp;alpha0)</td></tr> 
     83 
     84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr> 
     85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0266854387338ba757e6192d62907984"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="0266854387338ba757e6192d62907984" args="()" --> 
     86&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#0266854387338ba757e6192d62907984">MixEF</a> ()</td></tr> 
     87 
     88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor of empty mixture. <br></td></tr> 
     89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9577de85c3e3481f7c0e23cf8f87c482"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="9577de85c3e3481f7c0e23cf8f87c482" args="(const MixEF &amp;M2)" --> 
     90&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#9577de85c3e3481f7c0e23cf8f87c482">MixEF</a> (const <a class="el" href="classbdm_1_1MixEF.html">MixEF</a> &amp;M2)</td></tr> 
     91 
     92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr> 
     93<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#0c2a50789b30769964a909d217125ed2">init</a> (<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *Com0, const mat &amp;Data, int c=5)</td></tr> 
     94 
     95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5bd7da667da183eed1577f11dff0c1f1"></a><!-- doxytag: member="bdm::MixEF::bayes" ref="5bd7da667da183eed1577f11dff0c1f1" args="(const vec &amp;dt)" --> 
     96void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1">bayes</a> (const vec &amp;dt)</td></tr> 
     97 
     98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006. <br></td></tr> 
     99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c41d5a4403da6e629f6bdfc70c43d20"></a><!-- doxytag: member="bdm::MixEF::bayes" ref="5c41d5a4403da6e629f6bdfc70c43d20" args="(const mat &amp;dt)" --> 
     100void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#5c41d5a4403da6e629f6bdfc70c43d20">bayes</a> (const mat &amp;dt)</td></tr> 
     101 
     102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">EM algorithm. <br></td></tr> 
     103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5de521c395e93478df00d881ab8dac81"></a><!-- doxytag: member="bdm::MixEF::bayesB" ref="5de521c395e93478df00d881ab8dac81" args="(const mat &amp;dt, const vec &amp;wData)" --> 
     104void&nbsp;</td><td class="memItemRight" valign="bottom"><b>bayesB</b> (const mat &amp;dt, const vec &amp;wData)</td></tr> 
     105 
     106<tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">logpred</a> (const vec &amp;dt) const </td></tr> 
     107 
     108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4830916adef7891a207e42f39aaf787b"></a><!-- doxytag: member="bdm::MixEF::posterior" ref="4830916adef7891a207e42f39aaf787b" args="() const " --> 
     109const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> 
     110 
     111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea8be6f0703d87b7c4c3e77fd07e28c8"></a><!-- doxytag: member="bdm::MixEF::_e" ref="ea8be6f0703d87b7c4c3e77fd07e28c8" args="() const " --> 
     112const <a class="el" href="classbdm_1_1eprod.html">eprod</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 
     113 
     114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="edc50e9640f049b846084748b18469a2"></a><!-- doxytag: member="bdm::MixEF::epredictor" ref="edc50e9640f049b846084748b18469a2" args="() const " --> 
     115<a class="el" href="classbdm_1_1emix.html">emix</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#edc50e9640f049b846084748b18469a2">epredictor</a> () const </td></tr> 
     116 
     117<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> 
     118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f0dfb4375fef4e61c4cb062e5bac7c8c"></a><!-- doxytag: member="bdm::MixEF::flatten" ref="f0dfb4375fef4e61c4cb062e5bac7c8c" args="(const BMEF *M2)" --> 
     119void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#f0dfb4375fef4e61c4cb062e5bac7c8c">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *M2)</td></tr> 
     120 
     121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the density as if it was not estimated from the data. <br></td></tr> 
     122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="251ef6fc51757712693da5faae5317c9"></a><!-- doxytag: member="bdm::MixEF::_Coms" ref="251ef6fc51757712693da5faae5317c9" args="(int i)" --> 
     123<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#251ef6fc51757712693da5faae5317c9">_Coms</a> (int i)</td></tr> 
     124 
     125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access function. <br></td></tr> 
     126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="664529d52cc667383b39eeb440ccd577"></a><!-- doxytag: member="bdm::MixEF::set_method" ref="664529d52cc667383b39eeb440ccd577" args="(MixEF_METHOD M)" --> 
     127void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#664529d52cc667383b39eeb440ccd577">set_method</a> (MixEF_METHOD M)</td></tr> 
     128 
     129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set which method is to be used. <br></td></tr> 
     130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::MixEF::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> 
     131virtual 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> 
     132 
     133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr> 
     134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::MixEF::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &amp;data, const double w)" --> 
     135virtual 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> 
     136 
     137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr> 
     138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62d2e4691bed41a1efa6b9c2e35e5c67"></a><!-- doxytag: member="bdm::MixEF::_copy_" ref="62d2e4691bed41a1efa6b9c2e35e5c67" args="() const " --> 
     139<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> 
     140 
     141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr> 
     142<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
     143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MixEF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
     144virtual 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> 
     145 
     146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MixEF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
     148vec&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> 
     149 
     150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
     151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MixEF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
     152virtual <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> 
     153 
     154<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
     155<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
     156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MixEF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
     157const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
     158 
     159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MixEF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
     160void&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> 
     161 
     162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MixEF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     163void&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> 
     164 
     165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MixEF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
     166double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
     167 
     168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MixEF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
     169void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
     170 
     171<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr> 
     172<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d74a8d1370c63c93ec554908ae3e6006"></a><!-- doxytag: member="bdm::MixEF::build_est" ref="d74a8d1370c63c93ec554908ae3e6006" args="()" --> 
     173void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006">build_est</a> ()</td></tr> 
     174 
     175<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Auxiliary function for use in constructors. <br></td></tr> 
     176<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38ca1d86e977d1c38810a3c95bf074a5"></a><!-- doxytag: member="bdm::MixEF::n" ref="38ca1d86e977d1c38810a3c95bf074a5" args="" --> 
     178int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5">n</a></td></tr> 
     179 
     180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of components. <br></td></tr> 
     181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="90c21ab5a2af56d4b49e2eaef6eccc08"></a><!-- doxytag: member="bdm::MixEF::Coms" ref="90c21ab5a2af56d4b49e2eaef6eccc08" args="" --> 
     182Array&lt; <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08">Coms</a></td></tr> 
     183 
     184<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_15.png">. <br></td></tr> 
     185<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e39faa70cebadc3296bd249040105e86"></a><!-- doxytag: member="bdm::MixEF::weights" ref="e39faa70cebadc3296bd249040105e86" args="" --> 
     186<a class="el" href="classbdm_1_1multiBM.html">multiBM</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86">weights</a></td></tr> 
     187 
     188<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Statistics for weights. <br></td></tr> 
     189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9413fb7f1836237aac807fb9f245e4f6"></a><!-- doxytag: member="bdm::MixEF::est" ref="9413fb7f1836237aac807fb9f245e4f6" args="" --> 
     190<a class="el" href="classbdm_1_1eprod.html">eprod</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6">est</a></td></tr> 
     191 
     192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Posterior on component parameters. <br></td></tr> 
     193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a2376ddadb7573532404452d0c2dd28a"></a><!-- doxytag: member="bdm::MixEF::method" ref="a2376ddadb7573532404452d0c2dd28a" args="" --> 
     194MixEF_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a">method</a></td></tr> 
     195 
     196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flag for a method that is used in the inference. <br></td></tr> 
     197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::MixEF::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
     198double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
     199 
     200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr> 
     201<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::MixEF::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> 
     202double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
     203 
     204<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> 
     205<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MixEF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
     206<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> 
     207 
     208<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
     209<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MixEF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
     210double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
     211 
     212<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     213<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MixEF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
     214bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
     215 
     216<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> 
    97217<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
    98218<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> 
    … …  
    129249 
    130250<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Option for logging bounds. <br></td></tr> 
    131 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    132 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4efe67d414ff34a1e7534004fd061241"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="4efe67d414ff34a1e7534004fd061241" args="(const Array&lt; BMEF * &gt; &amp;Coms0, const vec &amp;alpha0)" --> 
    133 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#4efe67d414ff34a1e7534004fd061241">MixEF</a> (const Array&lt; <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * &gt; &amp;Coms0, const vec &amp;alpha0)</td></tr> 
    134  
    135 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr> 
    136 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0266854387338ba757e6192d62907984"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="0266854387338ba757e6192d62907984" args="()" --> 
    137 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#0266854387338ba757e6192d62907984">MixEF</a> ()</td></tr> 
    138  
    139 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor of empty mixture. <br></td></tr> 
    140 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9577de85c3e3481f7c0e23cf8f87c482"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="9577de85c3e3481f7c0e23cf8f87c482" args="(const MixEF &amp;M2)" --> 
    141 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#9577de85c3e3481f7c0e23cf8f87c482">MixEF</a> (const <a class="el" href="classbdm_1_1MixEF.html">MixEF</a> &amp;M2)</td></tr> 
    142  
    143 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr> 
    144 <tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#0c2a50789b30769964a909d217125ed2">init</a> (<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *Com0, const mat &amp;Data, int c=5)</td></tr> 
    145  
    146 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5bd7da667da183eed1577f11dff0c1f1"></a><!-- doxytag: member="bdm::MixEF::bayes" ref="5bd7da667da183eed1577f11dff0c1f1" args="(const vec &amp;dt)" --> 
    147 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1">bayes</a> (const vec &amp;dt)</td></tr> 
    148  
    149 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006. <br></td></tr> 
    150 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c41d5a4403da6e629f6bdfc70c43d20"></a><!-- doxytag: member="bdm::MixEF::bayes" ref="5c41d5a4403da6e629f6bdfc70c43d20" args="(const mat &amp;dt)" --> 
    151 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#5c41d5a4403da6e629f6bdfc70c43d20">bayes</a> (const mat &amp;dt)</td></tr> 
    152  
    153 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">EM algorithm. <br></td></tr> 
    154 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5de521c395e93478df00d881ab8dac81"></a><!-- doxytag: member="bdm::MixEF::bayesB" ref="5de521c395e93478df00d881ab8dac81" args="(const mat &amp;dt, const vec &amp;wData)" --> 
    155 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>bayesB</b> (const mat &amp;dt, const vec &amp;wData)</td></tr> 
    156  
    157 <tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">logpred</a> (const vec &amp;dt) const </td></tr> 
    158  
    159 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4830916adef7891a207e42f39aaf787b"></a><!-- doxytag: member="bdm::MixEF::posterior" ref="4830916adef7891a207e42f39aaf787b" args="() const " --> 
    160 const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> 
    161  
    162 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea8be6f0703d87b7c4c3e77fd07e28c8"></a><!-- doxytag: member="bdm::MixEF::_e" ref="ea8be6f0703d87b7c4c3e77fd07e28c8" args="() const " --> 
    163 const <a class="el" href="classbdm_1_1eprod.html">eprod</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 
    164  
    165 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="edc50e9640f049b846084748b18469a2"></a><!-- doxytag: member="bdm::MixEF::epredictor" ref="edc50e9640f049b846084748b18469a2" args="() const " --> 
    166 <a class="el" href="classbdm_1_1emix.html">emix</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#edc50e9640f049b846084748b18469a2">epredictor</a> () const </td></tr> 
    167  
    168 <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> 
    169 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f0dfb4375fef4e61c4cb062e5bac7c8c"></a><!-- doxytag: member="bdm::MixEF::flatten" ref="f0dfb4375fef4e61c4cb062e5bac7c8c" args="(const BMEF *M2)" --> 
    170 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#f0dfb4375fef4e61c4cb062e5bac7c8c">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *M2)</td></tr> 
    171  
    172 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the density as if it was not estimated from the data. <br></td></tr> 
    173 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="251ef6fc51757712693da5faae5317c9"></a><!-- doxytag: member="bdm::MixEF::_Coms" ref="251ef6fc51757712693da5faae5317c9" args="(int i)" --> 
    174 <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#251ef6fc51757712693da5faae5317c9">_Coms</a> (int i)</td></tr> 
    175  
    176 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access function. <br></td></tr> 
    177 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="664529d52cc667383b39eeb440ccd577"></a><!-- doxytag: member="bdm::MixEF::set_method" ref="664529d52cc667383b39eeb440ccd577" args="(MixEF_METHOD M)" --> 
    178 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#664529d52cc667383b39eeb440ccd577">set_method</a> (MixEF_METHOD M)</td></tr> 
    179  
    180 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set which method is to be used. <br></td></tr> 
    181 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::MixEF::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> 
    182 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> 
    183  
    184 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr> 
    185 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::MixEF::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &amp;data, const double w)" --> 
    186 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> 
    187  
    188 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr> 
    189 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b43a62e180377648ebd0cbfabfbbeb"></a><!-- doxytag: member="bdm::MixEF::_copy_" ref="80b43a62e180377648ebd0cbfabfbbeb" args="(bool changerv=false) const " --> 
    190 <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> 
    191  
    192 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr> 
    193 <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    194 <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> 
    195  
    196 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    197 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MixEF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    198 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> 
    199  
    200 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
    201 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MixEF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
    202 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> 
    203  
    204 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
    205 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MixEF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
    206 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> 
    207  
    208 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
    209 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    210 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MixEF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    211 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> 
    212  
    213 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MixEF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    214 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> 
    215  
    216 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MixEF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
    217 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> 
    218  
    219 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MixEF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    220 double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
    221  
    222 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MixEF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    223 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
    224  
    225 <tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr> 
    226 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d74a8d1370c63c93ec554908ae3e6006"></a><!-- doxytag: member="bdm::MixEF::build_est" ref="d74a8d1370c63c93ec554908ae3e6006" args="()" --> 
    227 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006">build_est</a> ()</td></tr> 
    228  
    229 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Auxiliary function for use in constructors. <br></td></tr> 
    230 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    231 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38ca1d86e977d1c38810a3c95bf074a5"></a><!-- doxytag: member="bdm::MixEF::n" ref="38ca1d86e977d1c38810a3c95bf074a5" args="" --> 
    232 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5">n</a></td></tr> 
    233  
    234 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of components. <br></td></tr> 
    235 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="90c21ab5a2af56d4b49e2eaef6eccc08"></a><!-- doxytag: member="bdm::MixEF::Coms" ref="90c21ab5a2af56d4b49e2eaef6eccc08" args="" --> 
    236 Array&lt; <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08">Coms</a></td></tr> 
    237  
    238 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_15.png">. <br></td></tr> 
    239 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e39faa70cebadc3296bd249040105e86"></a><!-- doxytag: member="bdm::MixEF::weights" ref="e39faa70cebadc3296bd249040105e86" args="" --> 
    240 <a class="el" href="classbdm_1_1multiBM.html">multiBM</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86">weights</a></td></tr> 
    241  
    242 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Statistics for weights. <br></td></tr> 
    243 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9413fb7f1836237aac807fb9f245e4f6"></a><!-- doxytag: member="bdm::MixEF::est" ref="9413fb7f1836237aac807fb9f245e4f6" args="" --> 
    244 <a class="el" href="classbdm_1_1eprod.html">eprod</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6">est</a></td></tr> 
    245  
    246 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Posterior on component parameters. <br></td></tr> 
    247 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a2376ddadb7573532404452d0c2dd28a"></a><!-- doxytag: member="bdm::MixEF::method" ref="a2376ddadb7573532404452d0c2dd28a" args="" --> 
    248 MixEF_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a">method</a></td></tr> 
    249  
    250 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flag for a method that is used in the inference. <br></td></tr> 
    251 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::MixEF::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
    252 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
    253  
    254 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr> 
    255 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::MixEF::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> 
    256 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
    257  
    258 <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> 
    259 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MixEF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
    260 <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> 
    261  
    262 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
    263 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MixEF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
    264 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
    265  
    266 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
    267 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MixEF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
    268 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
    269  
    270 <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> 
    271251</table> 
    272 <hr><h2>Member Function Documentation</h2> 
     252<hr><a name="_details"></a><h2>Detailed Description</h2> 
     253Mixture of Exponential Family Densities.  
     254<p> 
     255An approximate estimation method for models with latent discrete variable, such as mixture models of the following kind: <p class="formulaDsp"> 
     256<img class="formulaDsp" alt="\[ f(y_t|\psi_t, \Theta) = \sum_{i=1}^{n} w_i f(y_t|\psi_t, \theta_i) \]" src="form_12.png"> 
     257<p> 
     258 where <img class="formulaInl" alt="$\psi$" src="form_13.png"> is a known function of past outputs, <img class="formulaInl" alt="$w=[w_1,\ldots,w_n]$" src="form_14.png"> are component weights, and component parameters <img class="formulaInl" alt="$\theta_i$" src="form_15.png"> are assumed to be mutually independent. <img class="formulaInl" alt="$\Theta$" src="form_16.png"> is an aggregation af all component parameters and weights, i.e. <img class="formulaInl" alt="$\Theta = [\theta_1,\ldots,\theta_n,w]$" src="form_17.png">.<p> 
     259The characteristic feature of this model is that if the exact values of the latent variable were known, estimation of the parameters can be handled by a single model. For example, for the case of mixture models, posterior density for each component parameters would be a BayesianModel from Exponential Family.<p> 
     260This class uses EM-style type algorithms for estimation of its parameters. Under this simplification, the posterior density is a product of exponential family members, hence under EM-style approximate estimation this class itself belongs to the exponential family.<p> 
     261TODO: Extend <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> to use rvc. <hr><h2>Member Function Documentation</h2> 
    273262<a class="anchor" name="0c2a50789b30769964a909d217125ed2"></a><!-- doxytag: member="bdm::MixEF::init" ref="0c2a50789b30769964a909d217125ed2" args="(BMEF *Com0, const mat &amp;Data, int c=5)" --> 
    274263<div class="memitem"> 
    … …  
    339328<p>References <a class="el" href="mixef_8h-source.html#l00046">Coms</a>, <a class="el" href="libBM_8h-source.html#l00258">bdm::epdf::mean()</a>, <a class="el" href="libEF_8h-source.html#l00299">bdm::multiBM::posterior()</a>, and <a class="el" href="mixef_8h-source.html#l00048">weights</a>.</p> 
    340329 
    341 <p>Referenced by <a class="el" href="merger_8h-source.html#l00090">bdm::merger::evallog()</a>, and <a class="el" href="merger_8cpp-source.html#l00030">bdm::merger::merge()</a>.</p> 
    342  
    343 </div> 
    344 </div><p> 
    345 <a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::MixEF::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " --> 
    346 <div class="memitem"> 
    347 <div class="memproto"> 
    348       <table class="memname"> 
    349         <tr> 
    350           <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td> 
    351           <td>(</td> 
    352           <td class="paramname">          </td> 
    353           <td>&nbsp;)&nbsp;</td> 
    354           <td> const<code> [inline, virtual, inherited]</code></td> 
    355         </tr> 
    356       </table> 
    357 </div> 
    358 <div class="memdoc"> 
    359  
    360 <p> 
    361 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>);}  
    362 </pre></div>  
    363 <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> 
     330<p>Referenced by <a class="el" href="merger_8h-source.html#l00092">bdm::merger::evallog()</a>, and <a class="el" href="merger_8cpp-source.html#l00030">bdm::merger::merge()</a>.</p> 
    364331 
    365332</div> 
    … …  
    368335<li><a class="el" href="mixef_8h-source.html">mixef.h</a><li>mixef.cpp</ul> 
    369336</div> 
    370 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:20 2009 for mixpp by&nbsp; 
     337<hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:39 2009 for mixpp by&nbsp; 
    371338<a href="http://www.doxygen.org/index.html"> 
    372 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> 
     339<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
    373340</body> 
    374341</html>