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  • library/doc/html/classbdm_1_1BM.html

    r396 r397  
    7272<a href="#_details">More...</a> 
    7373<p> 
     74<<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 
    7475<code>#include &lt;<a class="el" href="bdmbase_8h_source.html">bdmbase.h</a>&gt;</code> 
     76======= 
     77<code>#include &lt;<a class="el" href="bdmbase_8h-source.html">bdmbase.h</a>&gt;</code> 
     78>>>>>>> doc:library/doc/html/classbdm_1_1BM.html 
    7579<p> 
    7680 
     
    121125virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 
    122126 
    123 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_52.png">. <br></td></tr> 
     127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png">. <br></td></tr> 
    124128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::BM::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
    125129virtual <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> 
     
    200204<p> 
    201205This object represents exact or approximate evaluation of the Bayes rule: <p class="formulaDsp"> 
    202 <img class="formulaDsp" alt="\[ f(\theta_t | d_1,\ldots,d_t) = \frac{f(y_t|\theta_t,\cdot) f(\theta_t|d_1,\ldots,d_{t-1})}{f(y_t|d_1,\ldots,d_{t-1})} \]" src="form_40.png"> 
     206<img class="formulaDsp" alt="\[ f(\theta_t | d_1,\ldots,d_t) = \frac{f(y_t|\theta_t,\cdot) f(\theta_t|d_1,\ldots,d_{t-1})}{f(y_t|d_1,\ldots,d_{t-1})} \]" src="form_2.png"> 
    203207<p> 
    204208<p> 
    205209Access to the resulting posterior density is via function <code>posterior()</code>.<p> 
     210<<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 
    206211As 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> 
    207212Alternatively, it can evaluate posterior density conditioned by a known constant, <img class="formulaInl" alt="$ c_t $" src="form_42.png">: <p class="formulaDsp"> 
    208213<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"> 
    209 <p> 
    210 <p> 
    211 The value of <img class="formulaInl" alt="$ c_t $" src="form_42.png"> is set by function <a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4" title="Substitute val for rvc.">condition()</a>. <hr><h2>Member Function Documentation</h2> 
     214======= 
     215As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). It can also evaluate predictors of future values of <img class="formulaInl" alt="$y_t$" src="form_3.png">, see functions <a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor()</a> and <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs a conditional density 1-step ahead predictor.">predictor()</a>.<p> 
     216Alternatively, it can evaluate posterior density conditioned by a known constant, <img class="formulaInl" alt="$ c_t $" src="form_4.png">: <p class="formulaDsp"> 
     217<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_5.png"> 
     218>>>>>>> doc:library/doc/html/classbdm_1_1BM.html 
     219<p> 
     220<p> 
     221The value of <img class="formulaInl" alt="$ c_t $" src="form_4.png"> is set by function <a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4" title="Substitute val for rvc.">condition()</a>. <hr><h2>Member Function Documentation</h2> 
    212222<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::BM::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " --> 
    213223<div class="memitem"> 
     
    259269<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&lt; sq_T &gt;</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&lt; sq_T &gt;</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&lt; BM_T &gt;</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&lt; chmat &gt;</a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman&lt; ldmat &gt;</a>, and <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman&lt; fsqmat &gt;</a>.</p> 
    260270 
     271<<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 
    261272<p>Referenced by <a class="el" href="bdmbase_8cpp_source.html#l00272">bayesB()</a>.</p> 
     273======= 
     274<p>Referenced by <a class="el" href="bdmbase_8cpp-source.html#l00272">bayesB()</a>.</p> 
     275>>>>>>> doc:library/doc/html/classbdm_1_1BM.html 
    262276 
    263277</div> 
     
    283297<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> 
    284298 
     299<<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 
    285300<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00768">logpred_m()</a>.</p> 
     301======= 
     302<p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00768">logpred_m()</a>.</p> 
     303>>>>>>> doc:library/doc/html/classbdm_1_1BM.html 
    286304 
    287305</div> 
    288306</div><p> 
    289307<hr>The documentation for this class was generated from the following files:<ul> 
     308<<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 
    290309<li><a class="el" href="bdmbase_8h_source.html">bdmbase.h</a><li>bdmbase.cpp</ul> 
    291310</div> 
    292311<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:48 2009 for mixpp by&nbsp; 
     312======= 
     313<li><a class="el" href="bdmbase_8h-source.html">bdmbase.h</a><li>bdmbase.cpp</ul> 
     314</div> 
     315<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 23 19:52:52 2009 for mixpp by&nbsp; 
     316>>>>>>> doc:library/doc/html/classbdm_1_1BM.html 
    293317<a href="http://www.doxygen.org/index.html"> 
    294318<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>