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

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  • doc/html/classbdm_1_1multiBM.html

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    33<title>mixpp: bdm::multiBM Class Reference</title> 
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    7070<div class="contents"> 
    71 <h1>bdm::multiBM Class Reference</h1><!-- doxytag: class="bdm::multiBM" --><!-- doxytag: inherits="bdm::BMEF" --><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::multiBM:</div> 
    75 <div class="dynsection"> 
    76  
    77 <p><center><img src="classbdm_1_1multiBM.png" usemap="#bdm::multiBM_map" border="0" alt=""></center> 
    78 <map name="bdm::multiBM_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_1multiBM-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 
    87 Estimator for Multinomial density. <table border="0" cellpadding="0" cellspacing="0"> 
     71<h1>bdm::multiBM Class Reference</h1><!-- doxytag: class="bdm::multiBM" --><!-- doxytag: inherits="bdm::BMEF" -->Estimator for Multinomial density.   
     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_1multiBM-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
    8879<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="c4dd6d9522a8a605776d21bac9bd9daf"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="c4dd6d9522a8a605776d21bac9bd9daf" args="()" --> 
     82&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#c4dd6d9522a8a605776d21bac9bd9daf">multiBM</a> ()</td></tr> 
     83 
     84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
     85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4378cf8037f6bed29c74eea63344b31"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="c4378cf8037f6bed29c74eea63344b31" args="(const multiBM &amp;B)" --> 
     86&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#c4378cf8037f6bed29c74eea63344b31">multiBM</a> (const <a class="el" href="classbdm_1_1multiBM.html">multiBM</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="dbe6b90d410dc062a233d1dc09eeba52"></a><!-- doxytag: member="bdm::multiBM::set_statistics" ref="dbe6b90d410dc062a233d1dc09eeba52" args="(const BM *mB0)" --> 
     90void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#dbe6b90d410dc062a233d1dc09eeba52">set_statistics</a> (const <a class="el" href="classbdm_1_1BM.html">BM</a> *mB0)</td></tr> 
     91 
     92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Sets sufficient statistics to match that of givefrom mB0. <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_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">bayes</a> (const vec &amp;dt)</td></tr> 
     94 
     95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#1e4bf41b61937fd80f34049742e23f95"></a><br></td></tr> 
     96<tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">logpred</a> (const vec &amp;dt) const </td></tr> 
     97 
     98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aaeb18c989088feb8d26d300e4971732"></a><!-- doxytag: member="bdm::multiBM::flatten" ref="aaeb18c989088feb8d26d300e4971732" args="(const BMEF *B)" --> 
     99void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#aaeb18c989088feb8d26d300e4971732">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> 
     100 
     101<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> 
     102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd682a9a179e6c42a5d28e71c2a2cbfa"></a><!-- doxytag: member="bdm::multiBM::posterior" ref="cd682a9a179e6c42a5d28e71c2a2cbfa" args="() const " --> 
     103const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> 
     104 
     105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c996f6b9ca930182030e1027318f1ca6"></a><!-- doxytag: member="bdm::multiBM::_e" ref="c996f6b9ca930182030e1027318f1ca6" args="() const " --> 
     106const <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 
     107 
     108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a480eace4446661bacca94c57499f01"></a><!-- doxytag: member="bdm::multiBM::set_parameters" ref="7a480eace4446661bacca94c57499f01" args="(const vec &amp;beta0)" --> 
     109void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;beta0)</td></tr> 
     110 
     111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::multiBM::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> 
     112virtual 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> 
     113 
     114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr> 
     115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::multiBM::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &amp;data, const double w)" --> 
     116virtual 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> 
     117 
     118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr> 
     119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62d2e4691bed41a1efa6b9c2e35e5c67"></a><!-- doxytag: member="bdm::multiBM::_copy_" ref="62d2e4691bed41a1efa6b9c2e35e5c67" args="() const " --> 
     120<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">_copy_</a> () const </td></tr> 
     121 
     122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr> 
     123<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
     124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::multiBM::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
     125virtual 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> 
     126 
     127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::multiBM::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
     129vec&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> 
     130 
     131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
     132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::multiBM::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
     133virtual <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> 
     134 
     135<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> 
     136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::multiBM::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
     137virtual <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> 
     138 
     139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
     140<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
     141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::multiBM::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
     142const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
     143 
     144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::multiBM::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
     145void&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> 
     146 
     147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::multiBM::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     148void&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> 
     149 
     150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::multiBM::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
     151double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
     152 
     153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::multiBM::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
     154void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
     155 
     156<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ecc6878abbd20eb8d8e43b6ab3f941a"></a><!-- doxytag: member="bdm::multiBM::est" ref="9ecc6878abbd20eb8d8e43b6ab3f941a" args="" --> 
     158<a class="el" href="classbdm_1_1eDirich.html">eDirich</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a">est</a></td></tr> 
     159 
     160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conjugate prior and posterior. <br></td></tr> 
     161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="044263356944c92209eecd39a5187d25"></a><!-- doxytag: member="bdm::multiBM::beta" ref="044263356944c92209eecd39a5187d25" args="" --> 
     162vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25">beta</a></td></tr> 
     163 
     164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Pointer inside est to sufficient statistics. <br></td></tr> 
     165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::multiBM::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
     166double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
     167 
     168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr> 
     169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::multiBM::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> 
     170double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
     171 
     172<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> 
     173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::multiBM::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
     174<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> 
     175 
     176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
     177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::multiBM::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
     178double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
     179 
     180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::multiBM::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
     182bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
     183 
     184<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> 
    89185<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
    90186<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> 
    … …  
    121217 
    122218<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Option for logging bounds. <br></td></tr> 
    123 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    124 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4dd6d9522a8a605776d21bac9bd9daf"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="c4dd6d9522a8a605776d21bac9bd9daf" args="()" --> 
    125 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#c4dd6d9522a8a605776d21bac9bd9daf">multiBM</a> ()</td></tr> 
    126  
    127 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
    128 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4378cf8037f6bed29c74eea63344b31"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="c4378cf8037f6bed29c74eea63344b31" args="(const multiBM &amp;B)" --> 
    129 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#c4378cf8037f6bed29c74eea63344b31">multiBM</a> (const <a class="el" href="classbdm_1_1multiBM.html">multiBM</a> &amp;B)</td></tr> 
    130  
    131 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr> 
    132 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dbe6b90d410dc062a233d1dc09eeba52"></a><!-- doxytag: member="bdm::multiBM::set_statistics" ref="dbe6b90d410dc062a233d1dc09eeba52" args="(const BM *mB0)" --> 
    133 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#dbe6b90d410dc062a233d1dc09eeba52">set_statistics</a> (const <a class="el" href="classbdm_1_1BM.html">BM</a> *mB0)</td></tr> 
    134  
    135 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Sets sufficient statistics to match that of givefrom mB0. <br></td></tr> 
    136 <tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">bayes</a> (const vec &amp;dt)</td></tr> 
    137  
    138 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#1e4bf41b61937fd80f34049742e23f95"></a><br></td></tr> 
    139 <tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">logpred</a> (const vec &amp;dt) const </td></tr> 
    140  
    141 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aaeb18c989088feb8d26d300e4971732"></a><!-- doxytag: member="bdm::multiBM::flatten" ref="aaeb18c989088feb8d26d300e4971732" args="(const BMEF *B)" --> 
    142 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#aaeb18c989088feb8d26d300e4971732">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> 
    143  
    144 <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> 
    145 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd682a9a179e6c42a5d28e71c2a2cbfa"></a><!-- doxytag: member="bdm::multiBM::posterior" ref="cd682a9a179e6c42a5d28e71c2a2cbfa" args="() const " --> 
    146 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> 
    147  
    148 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c996f6b9ca930182030e1027318f1ca6"></a><!-- doxytag: member="bdm::multiBM::_e" ref="c996f6b9ca930182030e1027318f1ca6" args="() const " --> 
    149 const <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 
    150  
    151 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a480eace4446661bacca94c57499f01"></a><!-- doxytag: member="bdm::multiBM::set_parameters" ref="7a480eace4446661bacca94c57499f01" args="(const vec &amp;beta0)" --> 
    152 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;beta0)</td></tr> 
    153  
    154 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::multiBM::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> 
    155 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> 
    156  
    157 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr> 
    158 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::multiBM::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &amp;data, const double w)" --> 
    159 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> 
    160  
    161 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr> 
    162 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b43a62e180377648ebd0cbfabfbbeb"></a><!-- doxytag: member="bdm::multiBM::_copy_" ref="80b43a62e180377648ebd0cbfabfbbeb" args="(bool changerv=false) const " --> 
    163 <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> 
    164  
    165 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr> 
    166 <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    167 <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> 
    168  
    169 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    170 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::multiBM::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    171 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> 
    172  
    173 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
    174 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::multiBM::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
    175 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> 
    176  
    177 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
    178 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::multiBM::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
    179 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> 
    180  
    181 <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> 
    182 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::multiBM::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
    183 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> 
    184  
    185 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
    186 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    187 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::multiBM::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    188 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> 
    189  
    190 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::multiBM::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    191 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> 
    192  
    193 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::multiBM::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
    194 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> 
    195  
    196 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::multiBM::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    197 double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
    198  
    199 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::multiBM::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    200 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
    201  
    202 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    203 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ecc6878abbd20eb8d8e43b6ab3f941a"></a><!-- doxytag: member="bdm::multiBM::est" ref="9ecc6878abbd20eb8d8e43b6ab3f941a" args="" --> 
    204 <a class="el" href="classbdm_1_1eDirich.html">eDirich</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a">est</a></td></tr> 
    205  
    206 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conjugate prior and posterior. <br></td></tr> 
    207 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="044263356944c92209eecd39a5187d25"></a><!-- doxytag: member="bdm::multiBM::beta" ref="044263356944c92209eecd39a5187d25" args="" --> 
    208 vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25">beta</a></td></tr> 
    209  
    210 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Pointer inside est to sufficient statistics. <br></td></tr> 
    211 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::multiBM::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
    212 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
    213  
    214 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr> 
    215 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::multiBM::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> 
    216 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
    217  
    218 <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> 
    219 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::multiBM::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
    220 <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> 
    221  
    222 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
    223 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::multiBM::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
    224 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
    225  
    226 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
    227 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::multiBM::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
    228 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
    229  
    230 <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> 
    231219</table> 
    232 <hr><h2>Member Function Documentation</h2> 
     220<hr><a name="_details"></a><h2>Detailed Description</h2> 
     221Estimator for Multinomial density. <hr><h2>Member Function Documentation</h2> 
    233222<a class="anchor" name="1e4bf41b61937fd80f34049742e23f95"></a><!-- doxytag: member="bdm::multiBM::bayes" ref="1e4bf41b61937fd80f34049742e23f95" args="(const vec &amp;dt)" --> 
    234223<div class="memitem"> 
    … …  
    258247<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 
    259248 
    260 <p>References <a class="el" href="libEF_8h-source.html#l00265">beta</a>, <a class="el" href="libEF_8h-source.html#l00263">est</a>, <a class="el" href="libBM_8h-source.html#l00625">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, <a class="el" href="libBM_8h-source.html#l00623">bdm::BM::ll</a>, and <a class="el" href="libEF_8h-source.html#l00245">bdm::eDirich::lognc()</a>.</p> 
     249<p>References <a class="el" href="libEF_8h-source.html#l00265">beta</a>, <a class="el" href="libEF_8h-source.html#l00263">est</a>, <a class="el" href="libBM_8h-source.html#l00636">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, <a class="el" href="libBM_8h-source.html#l00634">bdm::BM::ll</a>, and <a class="el" href="libEF_8h-source.html#l00245">bdm::eDirich::lognc()</a>.</p> 
    261250 
    262251</div> 
    … …  
    282271<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
    283272 
    284 <p>References <a class="el" href="libEF_8h-source.html#l00255">bdm::eDirich::_beta()</a>, <a class="el" href="libEF_8h-source.html#l00265">beta</a>, <a class="el" href="libEF_8h-source.html#l00263">est</a>, <a class="el" href="libBM_8h-source.html#l00625">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, and <a class="el" href="libEF_8h-source.html#l00245">bdm::eDirich::lognc()</a>.</p> 
    285  
    286 </div> 
    287 </div><p> 
    288 <a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::multiBM::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " --> 
    289 <div class="memitem"> 
    290 <div class="memproto"> 
    291       <table class="memname"> 
    292         <tr> 
    293           <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td> 
    294           <td>(</td> 
    295           <td class="paramname">          </td> 
    296           <td>&nbsp;)&nbsp;</td> 
    297           <td> const<code> [inline, virtual, inherited]</code></td> 
    298         </tr> 
    299       </table> 
    300 </div> 
    301 <div class="memdoc"> 
    302  
    303 <p> 
    304 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>);}  
    305 </pre></div>  
    306 <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> 
     273<p>References <a class="el" href="libEF_8h-source.html#l00255">bdm::eDirich::_beta()</a>, <a class="el" href="libEF_8h-source.html#l00265">beta</a>, <a class="el" href="libEF_8h-source.html#l00263">est</a>, <a class="el" href="libBM_8h-source.html#l00636">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, and <a class="el" href="libEF_8h-source.html#l00245">bdm::eDirich::lognc()</a>.</p> 
    307274 
    308275</div> 
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    311278<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 
    312279</div> 
    313 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:23 2009 for mixpp by&nbsp; 
     280<hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:39 2009 for mixpp by&nbsp; 
    314281<a href="http://www.doxygen.org/index.html"> 
    315 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> 
     282<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
    316283</body> 
    317284</html>