Changeset 538 for library/doc/html/classbdm_1_1ARX.html
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- 08/16/09 18:14:04 (15 years ago)
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library/doc/html/classbdm_1_1ARX.html (modified) (15 diffs)
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library/doc/html/classbdm_1_1ARX.html
r472 r538 5 5 <link href="doxygen.css" rel="stylesheet" type="text/css"> 6 6 </head><body> 7 <!-- Generated by Doxygen 1.5. 9-->7 <!-- Generated by Doxygen 1.5.8 --> 8 8 <script type="text/javascript"> 9 9 <!-- … … 71 71 <a href="#_details">More...</a> 72 72 <p> 73 <code>#include <<a class="el" href="arx_8h _source.html">arx.h</a>></code>73 <code>#include <<a class="el" href="arx_8h-source.html">arx.h</a>></code> 74 74 <p> 75 75 … … 111 111 112 112 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f859f53eab269845a9064bbd92f841af"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="f859f53eab269845a9064bbd92f841af" args="(int dimx0, const ldmat V0, double nu0=-1.0)" --> 113 void </td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (int dimx0, const <a class="el" href="class ldmat.html">ldmat</a> V0, double nu0=-1.0)</td></tr>113 void </td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (int dimx0, const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> V0, double nu0=-1.0)</td></tr> 114 114 115 115 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> … … 128 128 <tr><td class="mdescLeft"> </td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br></td></tr> 129 129 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="749827323c034f11bec61b6e2fc3d42a"></a><!-- doxytag: member="bdm::ARX::epredictor" ref="749827323c034f11bec61b6e2fc3d42a" args="(const vec &rgr) const " --> 130 <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="class ldmat.html">ldmat</a> > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#749827323c034f11bec61b6e2fc3d42a">epredictor</a> (const vec &rgr) const </td></tr>130 <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#749827323c034f11bec61b6e2fc3d42a">epredictor</a> (const vec &rgr) const </td></tr> 131 131 132 132 <tr><td class="mdescLeft"> </td><td class="mdescRight">Conditioned version of the predictor. <br></td></tr> 133 133 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4cdf5e2a7d3480ec31f6247ed4289b15"></a><!-- doxytag: member="bdm::ARX::epredictor" ref="4cdf5e2a7d3480ec31f6247ed4289b15" args="() const " --> 134 <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="class ldmat.html">ldmat</a> > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#4cdf5e2a7d3480ec31f6247ed4289b15">epredictor</a> () const </td></tr>134 <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#4cdf5e2a7d3480ec31f6247ed4289b15">epredictor</a> () const </td></tr> 135 135 136 136 <tr><td class="mdescLeft"> </td><td class="mdescRight">Predictor for empty regressor. <br></td></tr> 137 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>< <a class="el" href="class ldmat.html">ldmat</a> > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#74fe8ae2d88bee8639510fd0eaf73513">predictor</a> () const </td></tr>137 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>< <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#74fe8ae2d88bee8639510fd0eaf73513">predictor</a> () const </td></tr> 138 138 139 139 <tr><td class="mdescLeft"> </td><td class="mdescRight">conditional version of the predictor <a href="#74fe8ae2d88bee8639510fd0eaf73513"></a><br></td></tr> … … 145 145 <tr><td class="mdescLeft"> </td><td class="mdescRight">Brute force structure estimation. <a href="#16b02ae03316751664c22d59d90c1e34"></a><br></td></tr> 146 146 <tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr> 147 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab2c55205a324e9d698fbd8ac229ad4f"></a><!-- doxytag: member="bdm::ARX::_e" ref="ab2c55205a324e9d698fbd8ac229ad4f" args="() const " -->148 const <a class="el" href="classbdm_1_1egiw.html">egiw</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr>149 150 147 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a96a50d212648f049122a31d9553618"></a><!-- doxytag: member="bdm::ARX::posterior" ref="5a96a50d212648f049122a31d9553618" args="() const " --> 151 148 const <a class="el" href="classbdm_1_1egiw.html">egiw</a> & </td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> … … 192 189 <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> 193 190 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="de5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 194 <a class="el" href="class ldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr>191 <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr> 195 192 196 193 <tr><td class="mdescLeft"> </td><td class="mdescRight">cached value of est.V <br></td></tr> … … 267 264 The easiest way how to use the class is: <div class="fragment"><pre class="fragment"><span class="preprocessor">#include "<a class="code" href="arx_8h.html" title="Bayesian Filtering for generalized autoregressive (ARX) model.">estim/arx.h</a>"</span> 268 265 <span class="keyword">using namespace </span>bdm; 269 266 270 267 <span class="comment">// estimation of AR(0) model</span> 271 268 <span class="keywordtype">int</span> main() { 272 <span class="comment">//prior </span> 273 mat V0 = 0.00001*eye(2); V0(0,0)= 0.1; <span class="comment">//</span> 274 ARX Ar; 275 Ar.set_statistics(1, V0); <span class="comment">//nu is default (set to have finite moments)</span> 276 <span class="comment">// forgetting is default: 1.0</span> 277 mat Data = concat_vertical( randn(1,100), ones(1,100) ); 278 Ar.bayesB( Data); 279 280 cout << <span class="stringliteral">"Expected value of Theta is: "</span> << Ar.posterior().mean() <<endl; 269 <span class="comment">//prior</span> 270 mat V0 = 0.00001 * eye ( 2 ); 271 V0 ( 0, 0 ) = 0.1; <span class="comment">//</span> 272 ARX Ar; 273 Ar.set_statistics ( 1, V0 ); <span class="comment">//nu is default (set to have finite moments)</span> 274 <span class="comment">// forgetting is default: 1.0</span> 275 mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) ); 276 Ar.bayesB ( Data ); 277 278 cout << <span class="stringliteral">"Expected value of Theta is: "</span> << Ar.posterior().mean() << endl; 281 279 } 282 280 </pre></div><p> 283 <dl c lass="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>281 <dl compact><dt><b><a class="el" href="todo.html#_todo000001">Todo:</a></b></dt><dd>sort out constant terms - bayes should accept vec without additional 1s </dd></dl> 284 282 <hr><h2>Member Function Documentation</h2> 285 283 <a class="anchor" name="8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARX::bayes" ref="8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &dt)" --> … … 310 308 <p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 311 309 312 <p>References <a class="el" href="arx_8h_source.html#l00078">bayes()</a>.</p> 313 314 <p>Referenced by <a class="el" href="arx_8h_source.html#l00078">bayes()</a>.</p> 310 <p>References <a class="el" href="arx_8cpp-source.html#l00005">bayes()</a>.</p> 315 311 316 312 </div> … … 341 337 342 338 <span class="comment">//optional fields</span> 343 dV0 = [1e-3, 1e-5, 1e-5, 1e-5]; 339 dV0 = [1e-3, 1e-5, 1e-5, 1e-5]; 344 340 <span class="comment">// default: 1e-3 for y, 1e-5 for rgr</span> 345 341 nu0 = 6; <span class="comment">// default: rgrlen + 2</span> … … 350 346 <p>Reimplemented from <a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">bdm::root</a>.</p> 351 347 352 <p>References <a class="el" href="exp__family_8h _source.html#l00086">bdm::BMEF::frg</a>, and <a class="el" href="user__info_8h_source.html#l00387">bdm::UI::get()</a>.</p>348 <p>References <a class="el" href="exp__family_8h-source.html#l00077">bdm::BMEF::frg</a>, and <a class="el" href="user__info_8h-source.html#l00410">bdm::UI::get()</a>.</p> 353 349 354 350 </div> … … 374 370 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 375 371 376 <p>References <a class="el" href=" arx_8h_source.html#l00049">est</a>, <a class="el" href="bdmbase_8h_source.html#l00741">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h_source.html#l00086">bdm::BMEF::frg</a>, <a class="el" href="exp__family_8h_source.html#l00088">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#l00227">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h_source.html#l00051">V</a>.</p>372 <p>References <a class="el" href="exp__family_8h-source.html#l00232">bdm::egiw::_nu()</a>, <a class="el" href="exp__family_8h-source.html#l00230">bdm::egiw::_V()</a>, <a class="el" href="arx_8h-source.html#l00049">est</a>, <a class="el" href="bdmbase_8h-source.html#l00852">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="exp__family_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, <a class="el" href="exp__family_8cpp-source.html#l00050">bdm::egiw::lognc()</a>, <a class="el" href="arx_8h-source.html#l00053">nu</a>, <a class="el" href="square__mat_8cpp-source.html#l00074">bdm::ldmat::opupdt()</a>, <a class="el" href="exp__family_8h-source.html#l00225">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h-source.html#l00051">V</a>.</p> 377 373 378 374 </div> … … 383 379 <table class="memname"> 384 380 <tr> 385 <td class="memname"><a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>< <a class="el" href="class ldmat.html">ldmat</a> > * bdm::ARX::predictor </td>381 <td class="memname"><a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>< <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> > * bdm::ARX::predictor </td> 386 382 <td>(</td> 387 383 <td class="paramname"> </td> … … 401 397 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">bdm::BM</a>.</p> 402 398 403 <p>References <a class="el" href="bdmbase_8h _source.html#l00323">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00049">est</a>, <a class="el" href="square__mat_8h_source.html#l00095">sqmat::rows()</a>, <a class="el" href="exp__family_8h_source.html#l01261">bdm::mlnorm< sq_T >::set_parameters()</a>, and <a class="el" href="arx_8h_source.html#l00051">V</a>.</p>399 <p>References <a class="el" href="bdmbase_8h-source.html#l00372">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h-source.html#l00049">est</a>, <a class="el" href="exp__family_8cpp-source.html#l00145">bdm::egiw::mean_mat()</a>, <a class="el" href="square__mat_8h-source.html#l00099">bdm::sqmat::rows()</a>, <a class="el" href="exp__family_8h-source.html#l00536">bdm::mlnorm< sq_T, TEpdf >::set_parameters()</a>, and <a class="el" href="arx_8h-source.html#l00051">V</a>.</p> 404 400 405 401 </div> … … 426 422 <dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 427 423 428 <p>References <a class="el" href="bdmbase_8h _source.html#l00323">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>424 <p>References <a class="el" href="bdmbase_8h-source.html#l00372">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#l00050">bdm::egiw::lognc()</a>.</p> 429 425 430 426 </div> … … 447 443 </div><p> 448 444 <hr>The documentation for this class was generated from the following files:<ul> 449 <li><a class="el" href="arx_8h _source.html">arx.h</a><li>arx.cpp</ul>450 </div> 451 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:06:572009 for mixpp by 445 <li><a class="el" href="arx_8h-source.html">arx.h</a><li>arx.cpp</ul> 446 </div> 447 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by 452 448 <a href="http://www.doxygen.org/index.html"> 453 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5. 9</small></address>449 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 454 450 </body> 455 451 </html>
