Changeset 397 for library/doc/html/classbdm_1_1ARX.html
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- 06/24/09 21:56:30 (16 years ago)
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library/doc/html/classbdm_1_1ARX.html
r396 r397 118 118 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#17e7fe14654ab3c449846c3f43e66169">bayes</a> (const vec &dt, const double w)</td></tr> 119 119 120 <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_ 8.png">. <br></td></tr>120 <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_28.png">. <br></td></tr> 121 121 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &dt)</td></tr> 122 122 … … 191 191 <a class="el" href="classbdm_1_1egiw.html">egiw</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026">est</a></td></tr> 192 192 193 <tr><td class="mdescLeft"> </td><td class="mdescRight">Posterior estimate of <img class="formulaInl" alt="$\theta,r$" src="form_ 7.png"> in the form of Normal-inverse Wishart density. <br></td></tr>193 <tr><td class="mdescLeft"> </td><td class="mdescRight">Posterior estimate of <img class="formulaInl" alt="$\theta,r$" src="form_27.png"> in the form of Normal-inverse Wishart density. <br></td></tr> 194 194 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="de5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 195 195 <a class="el" href="classldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr> … … 259 259 <p> 260 260 Regression 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"> 265 265 <p> 266 266 <p> … … 282 282 } 283 283 </pre></div><p> 284 <<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 284 285 <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 285 289 <hr><h2>Member Function Documentation</h2> 286 290 <a class="anchor" name="8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARX::bayes" ref="8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &dt)" --> … … 311 315 <p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 312 316 317 <<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 313 318 <p>References <a class="el" href="arx_8h_source.html#l00078">bayes()</a>.</p> 314 319 315 320 <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 316 326 317 327 </div> … … 351 361 <p>Reimplemented from <a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">bdm::root</a>.</p> 352 362 363 <<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 353 364 <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 354 368 355 369 </div> … … 375 389 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 376 390 391 <<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 377 392 <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 378 396 379 397 </div> … … 402 420 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">bdm::BM</a>.</p> 403 421 422 <<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 404 423 <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> 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< sq_T >::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 405 427 406 428 </div> … … 427 449 <dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 428 450 451 <<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 429 452 <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 430 456 431 457 </div> … … 444 470 445 471 <p> 446 description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_ 6.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>.472 description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_26.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>. 447 473 </div> 448 474 </div><p> … … 450 476 <li><a class="el" href="arx_8h_source.html">arx.h</a><li>bdm/estim/arx.cpp</ul> 451 477 </div> 478 <<<<<<< HEAD:library/doc/html/classbdm_1_1ARX.html 452 479 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:49 2009 for mixpp by 480 ======= 481 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 23 19:52:52 2009 for mixpp by 482 >>>>>>> doc:library/doc/html/classbdm_1_1ARX.html 453 483 <a href="http://www.doxygen.org/index.html"> 454 484 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>