85 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d95e9de79ca1d52b06f1b8f80660f09"></a><!-- doxytag: member="bdm::ARX::ToString" ref="3d95e9de79ca1d52b06f1b8f80660f09" args="()" --> |
86 | | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#3d95e9de79ca1d52b06f1b8f80660f09">ToString</a> ()</td></tr> |
| 85 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8d5f760ac23ae2c699d212c24892ae5f">from_setting</a> (const Setting &root)</td></tr> |
| 86 | |
| 87 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e47a8bd9337478fa4e46d5a2a4336f9a"></a><!-- doxytag: member="bdm::ARX::to_string" ref="e47a8bd9337478fa4e46d5a2a4336f9a" args="()" --> |
| 88 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#e47a8bd9337478fa4e46d5a2a4336f9a">to_string</a> ()</td></tr> |
309 | | <p>References <a class="el" href="arx_8h-source.html#l00076">bayes()</a>.</p> |
310 | | |
311 | | <p>Referenced by <a class="el" href="arx_8h-source.html#l00076">bayes()</a>.</p> |
| 311 | <p>References <a class="el" href="arx_8h-source.html#l00077">bayes()</a>.</p> |
| 312 | |
| 313 | <p>Referenced by <a class="el" href="arx_8h-source.html#l00077">bayes()</a>.</p> |
| 314 | |
| 315 | </div> |
| 316 | </div><p> |
| 317 | <a class="anchor" name="8d5f760ac23ae2c699d212c24892ae5f"></a><!-- doxytag: member="bdm::ARX::from_setting" ref="8d5f760ac23ae2c699d212c24892ae5f" args="(const Setting &root)" --> |
| 318 | <div class="memitem"> |
| 319 | <div class="memproto"> |
| 320 | <table class="memname"> |
| 321 | <tr> |
| 322 | <td class="memname">void bdm::ARX::from_setting </td> |
| 323 | <td>(</td> |
| 324 | <td class="paramtype">const Setting & </td> |
| 325 | <td class="paramname"> <em>root</em> </td> |
| 326 | <td> ) </td> |
| 327 | <td><code> [virtual]</code></td> |
| 328 | </tr> |
| 329 | </table> |
| 330 | </div> |
| 331 | <div class="memdoc"> |
| 332 | |
| 333 | <p> |
| 334 | <a class="el" href="classbdm_1_1UI.html" title="This class serves to load and/or save DOMElements into/from files stored on a hard-disk...">UI</a> for <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> estimator<p> |
| 335 | The <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> is constructed from a structure with fields: <div class="fragment"><pre class="fragment"> estimator = { |
| 336 | type = <span class="stringliteral">"ARX"</span>; |
| 337 | y = {type=<span class="stringliteral">"rv"</span>, ...} <span class="comment">// description of output variables</span> |
| 338 | rgr = {type=<span class="stringliteral">"rv"</span>, ...} <span class="comment">// description of regressor variables</span> |
| 339 | constant = <span class="keyword">true</span>; <span class="comment">// boolean switch if the constant term is modelled or not</span> |
| 340 | |
| 341 | <span class="comment">//optional fields</span> |
| 342 | dV0 = [1e-3, 1e-5, 1e-5, 1e-5]; |
| 343 | <span class="comment">// default: 1e-3 for y, 1e-5 for rgr</span> |
| 344 | nu0 = 6; <span class="comment">// default: rgrlen + 2</span> |
| 345 | <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> = 1.0; <span class="comment">// forgetting, default frg=1.0</span> |
| 346 | }; |
| 347 | </pre></div><p> |
| 348 | The estimator will assign names of the posterior in the form ["theta_i" and "r_i"] |
| 349 | <p>Reimplemented from <a class="el" href="classbdm_1_1bdmroot.html#d4602efd3ad9fb9e4532426e4f488df8">bdm::bdmroot</a>.</p> |
| 350 | |
| 351 | <p>References <a class="el" href="libBM_8h-source.html#l00120">bdm::RV::_dsize()</a>, <a class="el" href="libEF_8h-source.html#l00082">bdm::BMEF::frg</a>, and <a class="el" href="user__info_8h-source.html#l00249">bdm::UI::get()</a>.</p> |
335 | | <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> |
| 375 | <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#l00048">est</a>, <a class="el" href="libBM_8h-source.html#l00657">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#l00052">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#l00050">V</a>.</p> |
362 | | <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< sq_T >::set_parameters()</a>, and <a class="el" href="arx_8h-source.html#l00049">V</a>.</p> |
| 402 | <p>References <a class="el" href="libBM_8h-source.html#l00302">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h-source.html#l00048">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#l01156">bdm::mlnorm< sq_T >::set_parameters()</a>, and <a class="el" href="arx_8h-source.html#l00050">V</a>.</p> |