Changeset 396 for library/doc/html/classbdm_1_1ARX.html
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- 06/24/09 13:38:47 (16 years ago)
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library/doc/html/classbdm_1_1ARX.html
r385 r396 5 5 <link href="doxygen.css" rel="stylesheet" type="text/css"> 6 6 </head><body> 7 <!-- Generated by Doxygen 1.5. 8-->7 <!-- Generated by Doxygen 1.5.9 --> 8 8 <script type="text/javascript"> 9 9 <!-- … … 72 72 <a href="#_details">More...</a> 73 73 <p> 74 <code>#include <<a class="el" href="arx_8h -source.html">arx.h</a>></code>74 <code>#include <<a class="el" href="arx_8h_source.html">arx.h</a>></code> 75 75 <p> 76 76 … … 83 83 84 84 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set sufficient statistics. <br></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_1 bdmroot.html#e47a8bd9337478fa4e46d5a2a4336f9a">to_string</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#9637412df898048bafaefee9dc7e9f6c">from_setting</a> (const Setting &set)</td></tr> 86 87 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::ARX::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> 88 virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 89 89 90 90 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> 91 <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 &root) const " -->92 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1 bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &root) const </td></tr>91 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::ARX::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> 92 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> 93 93 94 94 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 95 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" d8cc21ea15fc723065eed5f3100757a5"></a><!-- doxytag: member="bdm::ARX::validate" ref="d8cc21ea15fc723065eed5f3100757a5" args="()" -->96 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1 bdmroot.html#d8cc21ea15fc723065eed5f3100757a5">validate</a> ()</td></tr>95 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::ARX::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> 96 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> 97 97 98 98 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> … … 266 266 <p> 267 267 See <a class="el" href="tut_arx.html">Theory of ARX model estimation</a> for mathematical treatment.<p> 268 The easiest way how to use the class is: <div class="fragment"><pre class="fragment"><span class="preprocessor">#include <<a class="code" href="arx_8h.html" title="Bayesian Filtering for generalized autoregressive (ARX) model.">estim/arx.h</a>></span>268 The easiest way how to use the class is: <div class="fragment"><pre class="fragment"><span class="preprocessor">#include "<a class="code" href="arx_8h.html" title="Bayesian Filtering for generalized autoregressive (ARX) model.">estim/arx.h</a>"</span> 269 269 <span class="keyword">using namespace </span>bdm; 270 270 … … 281 281 cout << <span class="stringliteral">"Expected value of Theta is: "</span> << Ar.posterior().mean() <<endl; 282 282 } 283 </pre></div> <hr><h2>Member Function Documentation</h2> 283 </pre></div><p> 284 <dl class="todo" compact><dt><b><a class="el" href="todo.html#_todo000002">Todo:</a></b></dt><dd>sort out constant terms - bayes should accept vec without additional 1s </dd></dl> 285 <hr><h2>Member Function Documentation</h2> 284 286 <a class="anchor" name="8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARX::bayes" ref="8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &dt)" --> 285 287 <div class="memitem"> … … 309 311 <p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 310 312 311 <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)" -->313 <p>References <a class="el" href="arx_8h_source.html#l00078">bayes()</a>.</p> 314 315 <p>Referenced by <a class="el" href="arx_8h_source.html#l00078">bayes()</a>.</p> 316 317 </div> 318 </div><p> 319 <a class="anchor" name="9637412df898048bafaefee9dc7e9f6c"></a><!-- doxytag: member="bdm::ARX::from_setting" ref="9637412df898048bafaefee9dc7e9f6c" args="(const Setting &set)" --> 318 320 <div class="memitem"> 319 321 <div class="memproto"> … … 323 325 <td>(</td> 324 326 <td class="paramtype">const Setting & </td> 325 <td class="paramname"> <em> root</em> </td>327 <td class="paramname"> <em>set</em> </td> 326 328 <td> ) </td> 327 329 <td><code> [virtual]</code></td> … … 332 334 333 335 <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>336 <a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class and it is intended for internal purposes only.">UI</a> for <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> estimator<p> 335 337 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 = { 336 338 type = <span class="stringliteral">"ARX"</span>; … … 347 349 </pre></div><p> 348 350 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_1 bdmroot.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#l00248">bdm::UI::get()</a>.</p>351 <p>Reimplemented from <a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">bdm::root</a>.</p> 352 353 <p>References <a class="el" href="exp__family_8h_source.html#l00085">bdm::BMEF::frg</a>, and <a class="el" href="user__info_8h_source.html#l00358">bdm::UI::get()</a>.</p> 352 354 353 355 </div> … … 373 375 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 374 376 375 <p>References <a class="el" href=" libEF_8h-source.html#l00222">bdm::egiw::_nu()</a>, <a class="el" href="libEF_8h-source.html#l00220">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#l00215">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h-source.html#l00050">V</a>.</p>377 <p>References <a class="el" href="arx_8h_source.html#l00049">est</a>, <a class="el" href="bdmbase_8h_source.html#l00739">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h_source.html#l00085">bdm::BMEF::frg</a>, <a class="el" href="exp__family_8h_source.html#l00087">bdm::BMEF::last_lognc</a>, <a class="el" href="exp__family_8cpp_source.html#l00047">bdm::egiw::lognc()</a>, <a class="el" href="arx_8h_source.html#l00053">nu</a>, <a class="el" href="square__mat_8cpp_source.html#l00058">ldmat::opupdt()</a>, <a class="el" href="exp__family_8h_source.html#l00226">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h_source.html#l00051">V</a>.</p> 376 378 377 379 </div> … … 400 402 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">bdm::BM</a>.</p> 401 403 402 <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#l01171">bdm::mlnorm< sq_T >::set_parameters()</a>, and <a class="el" href="arx_8h-source.html#l00050">V</a>.</p>404 <p>References <a class="el" href="bdmbase_8h_source.html#l00318">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00049">est</a>, <a class="el" href="square__mat_8h_source.html#l00289">ldmat::rows()</a>, <a class="el" href="exp__family_8h_source.html#l01240">bdm::mlnorm< sq_T >::set_parameters()</a>, and <a class="el" href="arx_8h_source.html#l00051">V</a>.</p> 403 405 404 406 </div> … … 425 427 <dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 426 428 427 <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>, and <a class="el" href="libEF_8cpp-source.html#l00044">bdm::egiw::lognc()</a>.</p>429 <p>References <a class="el" href="bdmbase_8h_source.html#l00318">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00049">est</a>, and <a class="el" href="exp__family_8cpp_source.html#l00047">bdm::egiw::lognc()</a>.</p> 428 430 429 431 </div> … … 446 448 </div><p> 447 449 <hr>The documentation for this class was generated from the following files:<ul> 448 <li><a class="el" href="arx_8h -source.html">arx.h</a><li>bdm/estim/arx.cpp</ul>449 </div> 450 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 17 14:13:282009 for mixpp by 450 <li><a class="el" href="arx_8h_source.html">arx.h</a><li>bdm/estim/arx.cpp</ul> 451 </div> 452 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:49 2009 for mixpp by 451 453 <a href="http://www.doxygen.org/index.html"> 452 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5. 8</small></address>454 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 453 455 </body> 454 456 </html>