#include <libBM.h>


Public Member Functions | |
| BM (const RV &rv0, double ll0=0, bool evalll0=true) | |
| Default constructor. | |
| BM (const BM &B) | |
| Copy constructor. | |
| virtual void | bayes (const vec &dt)=0 |
| Incremental Bayes rule. | |
| virtual void | bayesB (const mat &Dt) |
| Batch Bayes rule (columns of Dt are observations). | |
| virtual const epdf & | _epdf () const =0 |
| Returns a reference to the epdf representing posterior density on parameters. | |
| virtual const epdf * | _e () const =0 |
| Returns a pointer to the epdf representing posterior density on parameters. Use with care! | |
| virtual double | logpred (const vec &dt) const |
| vec | logpred_m (const mat &dt) const |
| Matrix version of logpred. | |
| virtual epdf * | predictor (const RV &rv) const |
| Constructs a predictive density (marginal density on data). | |
| virtual | ~BM () |
| Destructor for future use;. | |
| const RV & | _rv () const |
| access function | |
| double | _ll () const |
| access function | |
| void | set_evalll (bool evl0) |
| access function | |
| virtual BM * | _copy_ (bool changerv=false) |
Protected Attributes | |
| RV | rv |
| Random variable of the posterior. | |
| double | ll |
| Logarithm of marginalized data likelihood. | |
| bool | evalll |
If true, the filter will compute likelihood of the data record and store it in ll . Set to false if you want to save computational time. | |
| virtual void BM::bayes | ( | const vec & | dt | ) | [pure virtual] |
Incremental Bayes rule.
| dt | vector of input data |
Implemented in ARX, Kalman< sq_T >, KalmanCh, EKFfull, EKF< sq_T >, EKFCh, PF, MPF< BM_T >, MixEF, BMEF, multiBM, EKFfixed, Kalman< ldmat >, Kalman< chmat >, and Kalman< fsqmat >.
Referenced by bayesB().
| virtual double BM::logpred | ( | const vec & | dt | ) | const [inline, virtual] |
Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
Reimplemented in ARX, MixEF, and multiBM.
Referenced by logpred_m().
| virtual BM* BM::_copy_ | ( | bool | changerv = false |
) | [inline, virtual] |
1.5.6