Changeset 396 for library/doc/html/classbdm_1_1BM.html
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library/doc/html/classbdm_1_1BM.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 <!-- … … 69 69 </div> 70 70 <div class="contents"> 71 <h1>bdm::BM Class Reference</h1><!-- doxytag: class="bdm::BM" --><!-- doxytag: inherits="bdm:: bdmroot" -->Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.71 <h1>bdm::BM Class Reference</h1><!-- doxytag: class="bdm::BM" --><!-- doxytag: inherits="bdm::root" -->Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities. 72 72 <a href="#_details">More...</a> 73 73 <p> 74 <code>#include <<a class="el" href=" libBM_8h-source.html">libBM.h</a>></code>74 <code>#include <<a class="el" href="bdmbase_8h_source.html">bdmbase.h</a>></code> 75 75 <p> 76 76 … … 79 79 <tr><td></td></tr> 80 80 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 81 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" e47a8bd9337478fa4e46d5a2a4336f9a"></a><!-- doxytag: member="bdm::BM::to_string" ref="e47a8bd9337478fa4e46d5a2a4336f9a" args="()" -->82 virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1 bdmroot.html#e47a8bd9337478fa4e46d5a2a4336f9a">to_string</a> ()</td></tr>81 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::BM::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> 82 virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 83 83 84 84 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> 85 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" d4602efd3ad9fb9e4532426e4f488df8"></a><!-- doxytag: member="bdm::BM::from_setting" ref="d4602efd3ad9fb9e4532426e4f488df8" args="(const Setting &root)" -->86 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1 bdmroot.html#d4602efd3ad9fb9e4532426e4f488df8">from_setting</a> (const Setting &root)</td></tr>85 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0551e3121091c5199bf4413b50522176"></a><!-- doxytag: member="bdm::BM::from_setting" ref="0551e3121091c5199bf4413b50522176" args="(const Setting &set)" --> 86 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">from_setting</a> (const Setting &set)</td></tr> 87 87 88 88 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> 89 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" dd74cb898b22b95b7ee528e040a07618"></a><!-- doxytag: member="bdm::BM::to_setting" ref="dd74cb898b22b95b7ee528e040a07618" args="(Setting &root) const " -->90 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>89 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::BM::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> 90 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> 91 91 92 92 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 93 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" d8cc21ea15fc723065eed5f3100757a5"></a><!-- doxytag: member="bdm::BM::validate" ref="d8cc21ea15fc723065eed5f3100757a5" args="()" -->94 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1 bdmroot.html#d8cc21ea15fc723065eed5f3100757a5">validate</a> ()</td></tr>93 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::BM::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> 94 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> 95 95 96 96 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> … … 125 125 virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 126 126 127 <tr><td class="mdescLeft"> </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}) $" src="form_130.png">. <br></td></tr>127 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 128 128 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 129 129 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::BM::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> … … 204 204 <p> 205 205 Access to the resulting posterior density is via function <code>posterior()</code>.<p> 206 As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). It can also evaluate predictors of future values of <img class="formulaInl" alt="$y_t$" src="form_41.png">, see functions <a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor()</a> and <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs a conditional density 1-step ahead predictor 206 As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). It can also evaluate predictors of future values of <img class="formulaInl" alt="$y_t$" src="form_41.png">, see functions <a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor()</a> and <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs a conditional density 1-step ahead predictor.">predictor()</a>.<p> 207 207 Alternatively, it can evaluate posterior density conditioned by a known constant, <img class="formulaInl" alt="$ c_t $" src="form_42.png">: <p class="formulaDsp"> 208 208 <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"> … … 257 257 </dl> 258 258 259 <p>Implemented in <a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bdm::ARX</a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman< sq_T ></a>, <a class="el" href="classbdm_1_1KalmanCh.html#b41fe5540548100b08e1684c3be767b6">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bdm::EKFfull</a>, <a class="el" href="classbdm_1_1EKF.html#3fb182ecc29b10ca1163cecbf3bcccfa">bdm::EKF< sq_T ></a>, <a class="el" href="classbdm_1_1EKFCh.html#4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>, <a class="el" href="classbdm_1_1MultiModel.html#a915deeddb0e94c337d02ebc0abe535e">bdm::MultiModel</a>, <a class="el" href="classbdm_1_1 PF.html#638946eea22d4964bf9350286bb4efd8">bdm::PF</a>, <a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bdm::MPF< BM_T ></a>, <a class="el" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1">bdm::MixEF</a>, <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>, <a class="el" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">bdm::multiBM</a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman< chmat ></a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman< ldmat ></a>, and <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman< fsqmat ></a>.</p>260 261 <p>Referenced by <a class="el" href=" libBM_8cpp-source.html#l00274">bayesB()</a>.</p>259 <p>Implemented in <a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bdm::ARX</a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman< sq_T ></a>, <a class="el" href="classbdm_1_1KalmanCh.html#b41fe5540548100b08e1684c3be767b6">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bdm::EKFfull</a>, <a class="el" href="classbdm_1_1EKF.html#3fb182ecc29b10ca1163cecbf3bcccfa">bdm::EKF< sq_T ></a>, <a class="el" href="classbdm_1_1EKFCh.html#4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>, <a class="el" href="classbdm_1_1MultiModel.html#a915deeddb0e94c337d02ebc0abe535e">bdm::MultiModel</a>, <a class="el" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1">bdm::MixEF</a>, <a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bdm::PF</a>, <a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bdm::MPF< BM_T ></a>, <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>, <a class="el" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">bdm::multiBM</a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman< chmat ></a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman< ldmat ></a>, and <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman< fsqmat ></a>.</p> 260 261 <p>Referenced by <a class="el" href="bdmbase_8cpp_source.html#l00272">bayesB()</a>.</p> 262 262 263 263 </div> … … 283 283 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p> 284 284 285 <p>Referenced by <a class="el" href=" libBM_8h-source.html#l00683">logpred_m()</a>.</p>285 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00768">logpred_m()</a>.</p> 286 286 287 287 </div> 288 288 </div><p> 289 289 <hr>The documentation for this class was generated from the following files:<ul> 290 <li><a class="el" href=" libBM_8h-source.html">libBM.h</a><li>libBM.cpp</ul>291 </div> 292 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 17 14:13:292009 for mixpp by 290 <li><a class="el" href="bdmbase_8h_source.html">bdmbase.h</a><li>bdmbase.cpp</ul> 291 </div> 292 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:48 2009 for mixpp by 293 293 <a href="http://www.doxygen.org/index.html"> 294 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5. 8</small></address>294 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 295 295 </body> 296 296 </html>