Changeset 354 for doc/html/classbdm_1_1ARX.html

Timestamp:

06/02/09 10:24:26 (16 years ago)

Author:

smidl

Message:

doc - oprava

Files:

• doc/html/classbdm_1_1ARX.html (modified) (10 diffs)

doc/html/classbdm_1_1ARX.html

@@ -91 +91 @@
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr>
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a80210bbe266bf26f100f342460a313f"></a><!-- doxytag: member="bdm::ARX::to_setting" ref="a80210bbe266bf26f100f342460a313f" args="(Setting &amp;root)" -->
-virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#a80210bbe266bf26f100f342460a313f">to_setting</a> (Setting &amp;root)</td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd74cb898b22b95b7ee528e040a07618"></a><!-- doxytag: member="bdm::ARX::to_setting" ref="dd74cb898b22b95b7ee528e040a07618" args="(Setting &amp;root) const " -->
+virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &amp;root) const </td></tr>
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
@@ -116 +116 @@
 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#17e7fe14654ab3c449846c3f43e66169">bayes</a> (const vec &amp;dt, const double w)</td></tr>
 
-<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_10.png">. <br></td></tr>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_8.png">. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &amp;dt)</td></tr>
 
@@ -189 +189 @@
 <a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026">est</a></td></tr>
 
-<tr><td class="mdescLeft">&nbsp;</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>
+<tr><td class="mdescLeft">&nbsp;</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>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="de5b7d83ff5d3f5af2f80068db0abdfd" args="" -->
 <a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr>
@@ -257 +257 @@
 <p>
 Regression of the following kind: <p class="formulaDsp">
-<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">
-<p>
- 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">
-<img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_7.png">
+<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">
+<p>
+ 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">
+<img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_5.png">
 <p>
 <p>
@@ -274 +274 @@
         Ar.set_statistics(1, V0); <span class="comment">//nu is default (set to have finite moments)</span>
                                                           <span class="comment">// forgetting is default: 1.0</span>
-        mat Data = concat_vertical( <a class="code" href="group__randgen.html#g9ecf5af23567f51abc9af737fdbd872a" title="Generates a random Gaussian (0,1) variable.">randn</a>(1,100), <a class="code" href="group__specmat.html#gd48c030f898e4bfdbc21592664481f7d" title="A float vector of ones.">ones</a>(1,100) );
+        mat Data = concat_vertical( randn(1,100), ones(1,100) );
         Ar.bayesB( Data); 
                         
@@ -333 +333 @@
 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p>
 
-<p>References <a class="el" href="libEF_8h-source.html#l00221">bdm::egiw::_nu()</a>, <a class="el" href="libEF_8h-source.html#l00219">bdm::egiw::_V()</a>, <a class="el" href="arx_8h-source.html#l00047">est</a>, <a class="el" href="libBM_8h-source.html#l00664">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00082">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00084">bdm::BMEF::last_lognc</a>, <a class="el" href="libEF_8cpp-source.html#l00044">bdm::egiw::lognc()</a>, <a class="el" href="arx_8h-source.html#l00051">nu</a>, <a class="el" href="libDC_8cpp-source.html#l00058">ldmat::opupdt()</a>, <a class="el" href="libEF_8h-source.html#l00214">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h-source.html#l00049">V</a>.</p>
+<p>References <a class="el" href="libEF_8h-source.html#l00221">bdm::egiw::_nu()</a>, <a class="el" href="libEF_8h-source.html#l00219">bdm::egiw::_V()</a>, <a class="el" href="arx_8h-source.html#l00047">est</a>, <a class="el" href="libBM_8h-source.html#l00665">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00082">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00084">bdm::BMEF::last_lognc</a>, <a class="el" href="libEF_8cpp-source.html#l00044">bdm::egiw::lognc()</a>, <a class="el" href="arx_8h-source.html#l00051">nu</a>, <a class="el" href="libDC_8cpp-source.html#l00058">ldmat::opupdt()</a>, <a class="el" href="libEF_8h-source.html#l00214">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h-source.html#l00049">V</a>.</p>
 
 </div>
@@ -360 +360 @@
 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">bdm::BM</a>.</p>
 
-<p>References <a class="el" href="libBM_8h-source.html#l00309">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h-source.html#l00047">est</a>, <a class="el" href="itassert_8h-source.html#l00107">it_assert_debug</a>, <a class="el" href="libEF_8cpp-source.html#l00138">bdm::egiw::mean_mat()</a>, <a class="el" href="libDC_8h-source.html#l00289">ldmat::rows()</a>, <a class="el" href="libEF_8h-source.html#l01044">bdm::mlnorm&lt; sq_T &gt;::set_parameters()</a>, <a class="el" href="arx_8h-source.html#l00049">V</a>, and <a class="el" href="group__specmat.html#g10723ecada06221cbe64fe2736a59de1">itpp::zeros()</a>.</p>
+<p>References <a class="el" href="libBM_8h-source.html#l00310">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h-source.html#l00047">est</a>, <a class="el" href="libEF_8cpp-source.html#l00138">bdm::egiw::mean_mat()</a>, <a class="el" href="libDC_8h-source.html#l00289">ldmat::rows()</a>, <a class="el" href="libEF_8h-source.html#l01044">bdm::mlnorm&lt; sq_T &gt;::set_parameters()</a>, and <a class="el" href="arx_8h-source.html#l00049">V</a>.</p>
 
 </div>
@@ -385 +385 @@
 <dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl>
 
-<p>References <a class="el" href="libBM_8h-source.html#l00309">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h-source.html#l00047">est</a>, <a class="el" href="specmat_8cpp-source.html#l00114">itpp::linspace()</a>, and <a class="el" href="libEF_8cpp-source.html#l00044">bdm::egiw::lognc()</a>.</p>
+<p>References <a class="el" href="libBM_8h-source.html#l00310">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h-source.html#l00047">est</a>, and <a class="el" href="libEF_8cpp-source.html#l00044">bdm::egiw::lognc()</a>.</p>
 
 </div>
@@ -402 +402 @@
 
 <p>
-description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_8.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>. 
+description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_6.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>. 
 </div>
 </div><p>
@@ -408 +408 @@
 <li><a class="el" href="arx_8h-source.html">arx.h</a><li>bdm/estim/arx.cpp</ul>
 </div>
-<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:02:18 2009 for mixpp by&nbsp;
+<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:11:00 2009 for mixpp by&nbsp;
 <a href="http://www.doxygen.org/index.html">
 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>