Changeset 323 for doc/html/classbdm_1_1ARX.html
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- 04/23/09 21:12:23 (16 years ago)
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doc/html/classbdm_1_1ARX.html
r312 r323 104 104 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#17e7fe14654ab3c449846c3f43e66169">bayes</a> (const vec &dt, const double w)</td></tr> 105 105 106 <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_ 8.png">. <br></td></tr>106 <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_10.png">. <br></td></tr> 107 107 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &dt)</td></tr> 108 108 … … 177 177 <a class="el" href="classbdm_1_1egiw.html">egiw</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026">est</a></td></tr> 178 178 179 <tr><td class="mdescLeft"> </td><td class="mdescRight">Posterior estimate of <img class="formulaInl" alt="$\theta,r$" src="form_ 7.png"> in the form of Normal-inverse Wishart density. <br></td></tr>179 <tr><td class="mdescLeft"> </td><td class="mdescRight">Posterior estimate of <img class="formulaInl" alt="$\theta,r$" src="form_9.png"> in the form of Normal-inverse Wishart density. <br></td></tr> 180 180 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="de5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 181 181 <a class="el" href="classldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr> … … 225 225 226 226 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set boolean options from a string. <br></td></tr> 227 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" aa5d1f7e638db229403e3917bf155ee3"></a><!-- doxytag: member="bdm::ARX::log_add" ref="aa5d1f7e638db229403e3917bf155ee3" args="(logger *L, const string &name="")" -->228 v oid </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#aa5d1f7e638db229403e3917bf155ee3">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> *L, const string &name="")</td></tr>227 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::ARX::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &L, const string &name="")" --> 228 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L, const string &name="")</td></tr> 229 229 230 230 <tr><td class="mdescLeft"> </td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br></td></tr> 231 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 0647606eefbf294623bf664971c7d461"></a><!-- doxytag: member="bdm::ARX::logit" ref="0647606eefbf294623bf664971c7d461" args="(logger *L)" -->232 v oid </td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> *L)</td></tr>231 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::ARX::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &L)" --> 232 virtual void </td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L)</td></tr> 233 233 234 234 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::ARX::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> … … 245 245 <p> 246 246 Regression of the following kind: <p class="formulaDsp"> 247 <img class="formulaDsp" alt="\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]" src="form_ 0.png">248 <p> 249 where unknown parameters <code>rv</code> are <img class="formulaInl" alt="$[\theta r]$" src="form_ 1.png">, regression vector <img class="formulaInl" alt="$\psi=\psi(y_{1:t},u_{1:t})$" src="form_2.png"> is a known function of past outputs and exogeneous variables <img class="formulaInl" alt="$u_t$" src="form_3.png">. Distrubances <img class="formulaInl" alt="$e_t$" src="form_4.png"> are supposed to be normally distributed: <p class="formulaDsp">250 <img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_ 5.png">247 <img class="formulaDsp" alt="\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]" src="form_2.png"> 248 <p> 249 where unknown parameters <code>rv</code> are <img class="formulaInl" alt="$[\theta r]$" src="form_3.png">, regression vector <img class="formulaInl" alt="$\psi=\psi(y_{1:t},u_{1:t})$" src="form_4.png"> is a known function of past outputs and exogeneous variables <img class="formulaInl" alt="$u_t$" src="form_5.png">. Distrubances <img class="formulaInl" alt="$e_t$" src="form_6.png"> are supposed to be normally distributed: <p class="formulaDsp"> 250 <img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_7.png"> 251 251 <p> 252 252 <p> … … 390 390 391 391 <p> 392 description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_ 6.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>.392 description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_8.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>. 393 393 </div> 394 394 </div><p> … … 396 396 <li><a class="el" href="arx_8h-source.html">arx.h</a><li>bdm/estim/arx.cpp</ul> 397 397 </div> 398 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Apr 9 14:33:212009 for mixpp by 398 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Apr 23 21:06:44 2009 for mixpp by 399 399 <a href="http://www.doxygen.org/index.html"> 400 400 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>