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  • doc/html/classbdm_1_1BM.html

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    125125virtual <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> 
    126126 
    127 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
     127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_130.png">. <br></td></tr> 
    128128<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    129129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::BM::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
     
    204204<p> 
    205205Access to the resulting posterior density is via function <code>posterior()</code>.<p> 
    206 As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). It can also evaluate predictors of future values of <img class="formulaInl" alt="$y_t$" src="form_41.png">, see functions <a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor()</a> and <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs a conditional density 1-step ahead predictor.">predictor()</a>.<p> 
     206As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). It can also evaluate predictors of future values of <img class="formulaInl" alt="$y_t$" src="form_41.png">, see functions <a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor()</a> and <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs a conditional density 1-step ahead predictor .">predictor()</a>.<p> 
    207207Alternatively, it can evaluate posterior density conditioned by a known constant, <img class="formulaInl" alt="$ c_t $" src="form_42.png">: <p class="formulaDsp"> 
    208208<img class="formulaDsp" alt="\[ f(\theta_t | c_t, d_1,\ldots,d_t) \propto f(y_t,\theta_t|c_t,\cdot, d_1,\ldots,d_{t-1}) \]" src="form_43.png"> 
     
    290290<li><a class="el" href="libBM_8h-source.html">libBM.h</a><li>libBM.cpp</ul> 
    291291</div> 
    292 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Jun 15 13:47:07 2009 for mixpp by&nbsp; 
     292<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 17 14:13:29 2009 for mixpp by&nbsp; 
    293293<a href="http://www.doxygen.org/index.html"> 
    294294<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>