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06/24/09 21:57:21 (16 years ago)
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  • library/doc/html/classbdm_1_1BM.html

    r397 r398  
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    7373<p> 
    74 <<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 
    75 <code>#include &lt;<a class="el" href="bdmbase_8h_source.html">bdmbase.h</a>&gt;</code> 
    76 ======= 
    7774<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 
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    208204<p> 
    209205Access to the resulting posterior density is via function <code>posterior()</code>.<p> 
    210 <<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 
    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> 
    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"> 
    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"> 
    214 ======= 
    215206As 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> 
    216207Alternatively, it can evaluate posterior density conditioned by a known constant, <img class="formulaInl" alt="$ c_t $" src="form_4.png">: <p class="formulaDsp"> 
    217208<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 
    219209<p> 
    220210<p> 
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    269259<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> 
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    271 <<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 
    272 <p>Referenced by <a class="el" href="bdmbase_8cpp_source.html#l00272">bayesB()</a>.</p> 
    273 ======= 
    274261<p>Referenced by <a class="el" href="bdmbase_8cpp-source.html#l00272">bayesB()</a>.</p> 
    275 >>>>>>> doc:library/doc/html/classbdm_1_1BM.html 
    276262 
    277263</div> 
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    297283<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> 
    298284 
    299 <<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 
    300 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00768">logpred_m()</a>.</p> 
    301 ======= 
    302285<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 
    304286 
    305287</div> 
    306288</div><p> 
    307289<hr>The documentation for this class was generated from the following files:<ul> 
    308 <<<<<<< HEAD:library/doc/html/classbdm_1_1BM.html 
    309 <li><a class="el" href="bdmbase_8h_source.html">bdmbase.h</a><li>bdmbase.cpp</ul> 
    310 </div> 
    311 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:48 2009 for mixpp by&nbsp; 
    312 ======= 
    313290<li><a class="el" href="bdmbase_8h-source.html">bdmbase.h</a><li>bdmbase.cpp</ul> 
    314291</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 
     292<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 21:53:05 2009 for mixpp by&nbsp; 
    317293<a href="http://www.doxygen.org/index.html"> 
    318 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
     294<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
    319295</body> 
    320296</html>