Changeset 397 for library/doc/html/classbdm_1_1BM.html
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- 06/24/09 21:56:30 (16 years ago)
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library/doc/html/classbdm_1_1BM.html
r396 r397 72 72 <a href="#_details">More...</a> 73 73 <p> 74 <<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 74 75 <code>#include <<a class="el" href="bdmbase_8h_source.html">bdmbase.h</a>></code> 76 ======= 77 <code>#include <<a class="el" href="bdmbase_8h-source.html">bdmbase.h</a>></code> 78 >>>>>>> doc:library/doc/html/classbdm_1_1BM.html 75 79 <p> 76 80 … … 121 125 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 122 126 123 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_ 52.png">. <br></td></tr>127 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png">. <br></td></tr> 124 128 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::BM::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 125 129 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> … … 200 204 <p> 201 205 This 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"> 203 207 <p> 204 208 <p> 205 209 Access to the resulting posterior density is via function <code>posterior()</code>.<p> 210 <<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 206 211 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> 207 212 Alternatively, it can evaluate posterior density conditioned by a known constant, <img class="formulaInl" alt="$ c_t $" src="form_42.png">: <p class="formulaDsp"> 208 213 <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 $" src="form_42.png"> is set by function <a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4" title="Substitute val for rvc.">condition()</a>. <hr><h2>Member Function Documentation</h2> 214 ======= 215 As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). It can also evaluate predictors of future values of <img class="formulaInl" alt="$y_t$" src="form_3.png">, see functions <a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor()</a> and <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs a conditional density 1-step ahead predictor.">predictor()</a>.<p> 216 Alternatively, it can evaluate posterior density conditioned by a known constant, <img class="formulaInl" alt="$ 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> 221 The 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> 212 222 <a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::BM::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " --> 213 223 <div class="memitem"> … … 259 269 <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> 260 270 271 <<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 261 272 <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 262 276 263 277 </div> … … 283 297 <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> 284 298 299 <<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 285 300 <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 286 304 287 305 </div> 288 306 </div><p> 289 307 <hr>The documentation for this class was generated from the following files:<ul> 308 <<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 290 309 <li><a class="el" href="bdmbase_8h_source.html">bdmbase.h</a><li>bdmbase.cpp</ul> 291 310 </div> 292 311 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:48 2009 for mixpp by 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 316 >>>>>>> doc:library/doc/html/classbdm_1_1BM.html 293 317 <a href="http://www.doxygen.org/index.html"> 294 318 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>