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  • library/doc/html/classbdm_1_1BM.html

    r472 r538  
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    7272<p> 
    73 <code>#include &lt;<a class="el" href="bdmbase_8h_source.html">bdmbase.h</a>&gt;</code> 
     73<code>#include &lt;<a class="el" href="bdmbase_8h-source.html">bdmbase.h</a>&gt;</code> 
    7474<p> 
    7575 
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    124124virtual <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> 
    125125 
    126 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
     126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_131.png">. <br></td></tr> 
    127127<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    128128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::BM::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
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    143143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="bdm::BM::posterior" ref="bb7b0065d6cb722a66b371a8260121e1" args="() const =0" --> 
    144144virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr> 
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    146 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="bdm::BM::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" --> 
    147 virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const =0</td></tr> 
    148145 
    149146<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
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    203200<p> 
    204201Access to the resulting posterior density is via function <code>posterior()</code>.<p> 
    205 As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). It can also evaluate predictors of future values of <img class="formulaInl" alt="$y_t$" src="form_3.png">, see functions <a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor()</a> and <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs a conditional density 1-step ahead predictor.">predictor()</a>.<p> 
     202As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). It can also evaluate predictors of future values of <img class="formulaInl" alt="$y_t$" src="form_3.png">, see functions <a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor()</a> and <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs conditional density of 1-step ahead predictor .">predictor()</a>.<p> 
    206203Alternatively, it can evaluate posterior density conditioned by a known constant, <img class="formulaInl" alt="$ c_t $" src="form_4.png">: <p class="formulaDsp"> 
    207204<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"> 
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    258255<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> 
    259256 
    260 <p>Referenced by <a class="el" href="bdmbase_8cpp_source.html#l00330">bayesB()</a>.</p> 
     257<p>Referenced by <a class="el" href="bdmbase_8cpp-source.html#l00328">bayesB()</a>.</p> 
    261258 
    262259</div> 
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    282279<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> 
    283280 
    284 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00770">logpred_m()</a>.</p> 
     281<p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00886">logpred_m()</a>.</p> 
    285282 
    286283</div> 
    287284</div><p> 
    288285<hr>The documentation for this class was generated from the following files:<ul> 
    289 <li><a class="el" href="bdmbase_8h_source.html">bdmbase.h</a><li>bdmbase.cpp</ul> 
    290 </div> 
    291 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:06:55 2009 for mixpp by&nbsp; 
     286<li><a class="el" href="bdmbase_8h-source.html">bdmbase.h</a><li>bdmbase.cpp</ul> 
     287</div> 
     288<hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by&nbsp; 
    292289<a href="http://www.doxygen.org/index.html"> 
    293 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
     290<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
    294291</body> 
    295292</html>