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  • library/doc/html/classbdm_1_1MultiModel.html

    r472 r538  
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    7272<p> 
    73 <code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code> 
     73<code>#include &lt;<a class="el" href="kalman_8h-source.html">kalman.h</a>&gt;</code> 
    7474<p> 
    7575 
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    8484 
    8585<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a915deeddb0e94c337d02ebc0abe535e"></a><br></td></tr> 
    86 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0d87551e6f2890cc4e6bc25524a25131"></a><!-- doxytag: member="bdm::MultiModel::_e" ref="0d87551e6f2890cc4e6bc25524a25131" args="() const " --> 
    87 const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classchmat.html">chmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 
    88  
    8986<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2af3f8dc10dfdae0ddc8160a9f36aaee"></a><!-- doxytag: member="bdm::MultiModel::posterior" ref="2af3f8dc10dfdae0ddc8160a9f36aaee" args="() const " --> 
    90 const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classchmat.html">chmat</a> &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> 
    91  
     87const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#2af3f8dc10dfdae0ddc8160a9f36aaee">posterior</a> () const </td></tr> 
     88 
     89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr> 
    9290<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7bd320fa2540883749b3f83cf2261878"></a><!-- doxytag: member="bdm::MultiModel::from_setting" ref="7bd320fa2540883749b3f83cf2261878" args="(const Setting &amp;set)" --> 
    9391void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#7bd320fa2540883749b3f83cf2261878">from_setting</a> (const Setting &amp;set)</td></tr> 
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    127125virtual <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> 
    128126 
    129 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
     127<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> 
    130128<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    131129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MultiModel::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
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    162160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">type of switching policy [1=maximum,2=...] <br></td></tr> 
    163161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d665551d045b1a1055eeb9185558ff0b"></a><!-- doxytag: member="bdm::MultiModel::est" ref="d665551d045b1a1055eeb9185558ff0b" args="" --> 
    164 <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#d665551d045b1a1055eeb9185558ff0b">est</a></td></tr> 
     162<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#d665551d045b1a1055eeb9185558ff0b">est</a></td></tr> 
    165163 
    166164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal statistics <br></td></tr> 
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    266264<p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> 
    267265 
    268 <p>References <a class="el" href="kalman_8h_source.html#l00408">_lls</a>, <a class="el" href="kalman_8h_source.html#l00412">est</a>, <a class="el" href="exp__family_8h_source.html#l00148">bdm::enorm&lt; sq_T &gt;::mean()</a>, <a class="el" href="kalman_8h_source.html#l00404">Models</a>, <a class="el" href="kalman_8h_source.html#l00410">policy</a>, and <a class="el" href="kalman_8h_source.html#l00406">w</a>.</p> 
     266<p>References <a class="el" href="kalman_8h-source.html#l00407">_lls</a>, <a class="el" href="exp__family_8h-source.html#l00159">bdm::enorm&lt; sq_T &gt;::_R()</a>, <a class="el" href="kalman_8h-source.html#l00411">est</a>, <a class="el" href="exp__family_8h-source.html#l00139">bdm::enorm&lt; sq_T &gt;::mean()</a>, <a class="el" href="kalman_8h-source.html#l00403">Models</a>, <a class="el" href="kalman_8h-source.html#l00409">policy</a>, <a class="el" href="exp__family_8h-source.html#l01175">bdm::enorm&lt; sq_T &gt;::set_parameters()</a>, and <a class="el" href="kalman_8h-source.html#l00405">w</a>.</p> 
    269267 
    270268</div> 
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    290288<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> 
    291289 
    292 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00770">bdm::BM::logpred_m()</a>.</p> 
     290<p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00886">bdm::BM::logpred_m()</a>.</p> 
    293291 
    294292</div> 
    295293</div><p> 
    296294<hr>The documentation for this class was generated from the following files:<ul> 
    297 <li><a class="el" href="kalman_8h_source.html">kalman.h</a><li>kalman.cpp</ul> 
    298 </div> 
    299 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:06:59 2009 for mixpp by&nbsp; 
     295<li><a class="el" href="kalman_8h-source.html">kalman.h</a><li>kalman.cpp</ul> 
     296</div> 
     297<hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by&nbsp; 
    300298<a href="http://www.doxygen.org/index.html"> 
    301 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
     299<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
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    303301</html>