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    118118void&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> 
    119119 
    120 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_8.png">. <br></td></tr> 
     120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_28.png">. <br></td></tr> 
    121121<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> 
    122122 
     
    191191<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> 
    192192 
    193 <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> 
     193<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Posterior estimate of <img class="formulaInl" alt="$\theta,r$" src="form_27.png"> in the form of Normal-inverse Wishart density. <br></td></tr> 
    194194<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="de5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 
    195195<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> 
     
    259259<p> 
    260260Regression of the following kind: <p class="formulaDsp"> 
    261 <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"> 
    262 <p> 
    263  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"> 
    264 <img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_5.png"> 
     261<img class="formulaDsp" alt="\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]" src="form_20.png"> 
     262<p> 
     263 where unknown parameters <code>rv</code> are <img class="formulaInl" alt="$[\theta r]$" src="form_21.png">, regression vector <img class="formulaInl" alt="$\psi=\psi(y_{1:t},u_{1:t})$" src="form_22.png"> is a known function of past outputs and exogeneous variables <img class="formulaInl" alt="$u_t$" src="form_23.png">. Distrubances <img class="formulaInl" alt="$e_t$" src="form_24.png"> are supposed to be normally distributed: <p class="formulaDsp"> 
     264<img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_25.png"> 
    265265<p> 
    266266<p> 
     
    282282} 
    283283</pre></div><p> 
     284<<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 
    284285<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> 
     286======= 
     287<dl 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> 
     288>>>>>>> doc:library/doc/html/classbdm_1_1ARX.html 
    285289<hr><h2>Member Function Documentation</h2> 
    286290<a class="anchor" name="8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARX::bayes" ref="8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &amp;dt)" --> 
     
    311315<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 
    312316 
     317<<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 
    313318<p>References <a class="el" href="arx_8h_source.html#l00078">bayes()</a>.</p> 
    314319 
    315320<p>Referenced by <a class="el" href="arx_8h_source.html#l00078">bayes()</a>.</p> 
     321======= 
     322<p>References <a class="el" href="arx_8h-source.html#l00078">bayes()</a>.</p> 
     323 
     324<p>Referenced by <a class="el" href="arx_8h-source.html#l00078">bayes()</a>.</p> 
     325>>>>>>> doc:library/doc/html/classbdm_1_1ARX.html 
    316326 
    317327</div> 
     
    351361<p>Reimplemented from <a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">bdm::root</a>.</p> 
    352362 
     363<<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 
    353364<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> 
     365======= 
     366<p>References <a class="el" href="bdmbase_8h-source.html#l00123">bdm::RV::_dsize()</a>, and <a class="el" href="exp__family_8h-source.html#l00085">bdm::BMEF::frg</a>.</p> 
     367>>>>>>> doc:library/doc/html/classbdm_1_1ARX.html 
    354368 
    355369</div> 
     
    375389<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
    376390 
     391<<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 
    377392<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> 
     393======= 
     394<p>References <a class="el" href="exp__family_8h-source.html#l00233">bdm::egiw::_nu()</a>, <a class="el" href="exp__family_8h-source.html#l00231">bdm::egiw::_V()</a>, <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> 
     395>>>>>>> doc:library/doc/html/classbdm_1_1ARX.html 
    378396 
    379397</div> 
     
    402420<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">bdm::BM</a>.</p> 
    403421 
     422<<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 
    404423<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&lt; sq_T &gt;::set_parameters()</a>, and <a class="el" href="arx_8h_source.html#l00051">V</a>.</p> 
     424======= 
     425<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="exp__family_8cpp-source.html#l00141">bdm::egiw::mean_mat()</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&lt; sq_T &gt;::set_parameters()</a>, and <a class="el" href="arx_8h-source.html#l00051">V</a>.</p> 
     426>>>>>>> doc:library/doc/html/classbdm_1_1ARX.html 
    405427 
    406428</div> 
     
    427449<dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
    428450 
     451<<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 
    429452<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> 
     453======= 
     454<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> 
     455>>>>>>> doc:library/doc/html/classbdm_1_1ARX.html 
    430456 
    431457</div> 
     
    444470 
    445471<p> 
    446 description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_6.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>.  
     472description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_26.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>.  
    447473</div> 
    448474</div><p> 
     
    450476<li><a class="el" href="arx_8h_source.html">arx.h</a><li>bdm/estim/arx.cpp</ul> 
    451477</div> 
     478<<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 
    452479<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:49 2009 for mixpp by&nbsp; 
     480======= 
     481<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 23 19:52:52 2009 for mixpp by&nbsp; 
     482>>>>>>> doc:library/doc/html/classbdm_1_1ARX.html 
    453483<a href="http://www.doxygen.org/index.html"> 
    454484<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>