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    35<title>mixpp: bdm::ARX Class Reference</title> 
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    70 <h1>bdm::ARX Class Reference</h1><!-- doxytag: class="bdm::ARX" --><!-- doxytag: inherits="bdm::BMEF" -->Linear Autoregressive model with Gaussian noise.   
    71 <a href="#_details">More...</a> 
    72 <p> 
    73 <code>#include &lt;<a class="el" href="arx_8h-source.html">arx.h</a>&gt;</code> 
    74 <p> 
    75  
    76 <p> 
    77 <a href="classbdm_1_1ARX-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
    78 <tr><td></td></tr> 
    79 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    80 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="539f9d0127423c94b912708d390e67b8"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="539f9d0127423c94b912708d390e67b8" args="(const BMEF *BM0)" --> 
    81 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#539f9d0127423c94b912708d390e67b8">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> 
    82  
    83 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sufficient statistics. <br></td></tr> 
    84 <tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#9637412df898048bafaefee9dc7e9f6c">from_setting</a> (const Setting &amp;set)</td></tr> 
    85  
    86 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::ARX::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> 
    87 virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
    88  
    89 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> 
    90 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::ARX::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
    91 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr> 
    92  
    93 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 
    94 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::ARX::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> 
    95 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> 
    96  
    97 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr> 
     73<h1>bdm::ARX Class Reference</h1><!-- doxytag: class="bdm::ARX" --><!-- doxytag: inherits="bdm::BMEF" --> 
     74<p>Linear Autoregressive model with Gaussian noise.   
     75<a href="#_details">More...</a></p> 
     76 
     77<p><code>#include &lt;<a class="el" href="arx_8h_source.html">arx.h</a>&gt;</code></p> 
     78 
     79<p><a href="classbdm_1_1ARX-members.html">List of all members.</a></p> 
     80<table border="0" cellpadding="0" cellspacing="0"> 
     81<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> 
     82<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a539f9d0127423c94b912708d390e67b8"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="a539f9d0127423c94b912708d390e67b8" args="(const BMEF *BM0)" --> 
     83void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a539f9d0127423c94b912708d390e67b8">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> 
     84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sufficient statistics. <br/></td></tr> 
     85<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a9637412df898048bafaefee9dc7e9f6c">from_setting</a> (const Setting &amp;set)</td></tr> 
     86<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="ad2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> 
     87virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#ad2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> 
     88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br/></td></tr> 
     89<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab2916a2e71a958665054473124d5e749"></a><!-- doxytag: member="bdm::ARX::flatten" ref="ab2916a2e71a958665054473124d5e749" args="(const BMEF *B)" --> 
     90virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#ab2916a2e71a958665054473124d5e749">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> 
     91<tr><td class="mdescLeft">&nbsp;</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> 
     92<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::ARX::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> 
     93virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
     94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> 
     95<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::ARX::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
     96virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr> 
     97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> 
     98<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::ARX::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> 
     99virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> 
     100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr> 
    98101<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    99 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="43ed6114f04a3a8756fe2b42eaa35f98"></a><!-- doxytag: member="bdm::ARX::ARX" ref="43ed6114f04a3a8756fe2b42eaa35f98" args="(const double frg0=1.0)" --> 
     102<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p> 
     103<br/><br/></div></td></tr> 
     104<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a43ed6114f04a3a8756fe2b42eaa35f98"></a><!-- doxytag: member="bdm::ARX::ARX" ref="a43ed6114f04a3a8756fe2b42eaa35f98" args="(const double frg0=1.0)" --> 
    100105&nbsp;</td><td class="memItemRight" valign="bottom"><b>ARX</b> (const double frg0=1.0)</td></tr> 
    101  
    102 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="73a55a3d66bfbeeee4df6c2ae40920ed"></a><!-- doxytag: member="bdm::ARX::ARX" ref="73a55a3d66bfbeeee4df6c2ae40920ed" args="(const ARX &amp;A0)" --> 
     106<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a73a55a3d66bfbeeee4df6c2ae40920ed"></a><!-- doxytag: member="bdm::ARX::ARX" ref="a73a55a3d66bfbeeee4df6c2ae40920ed" args="(const ARX &amp;A0)" --> 
    103107&nbsp;</td><td class="memItemRight" valign="bottom"><b>ARX</b> (const <a class="el" href="classbdm_1_1ARX.html">ARX</a> &amp;A0)</td></tr> 
    104  
    105 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1ARX.html">ARX</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">_copy_</a> () const </td></tr> 
    106  
    107 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aef6fe827f15427d534e6fb2c220e04"></a><!-- doxytag: member="bdm::ARX::set_parameters" ref="7aef6fe827f15427d534e6fb2c220e04" args="(double frg0)" --> 
     108<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="classbdm_1_1ARX.html">ARX</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">_copy_</a> () const </td></tr> 
     109<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7aef6fe827f15427d534e6fb2c220e04"></a><!-- doxytag: member="bdm::ARX::set_parameters" ref="a7aef6fe827f15427d534e6fb2c220e04" args="(double frg0)" --> 
    108110void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (double frg0)</td></tr> 
    109  
    110 <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=&#45;1.0)" --> 
     111<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af859f53eab269845a9064bbd92f841af"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="af859f53eab269845a9064bbd92f841af" args="(int dimx0, const ldmat V0, double nu0=&#45;1.0)" --> 
    111112void&nbsp;</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> 
    112  
    113113<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    114 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17e7fe14654ab3c449846c3f43e66169"></a><!-- doxytag: member="bdm::ARX::bayes" ref="17e7fe14654ab3c449846c3f43e66169" args="(const vec &amp;dt, const double w)" --> 
    115 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#17e7fe14654ab3c449846c3f43e66169">bayes</a> (const vec &amp;dt, const double w)</td></tr> 
    116  
    117 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_28.png">. <br></td></tr> 
    118 <tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &amp;dt)</td></tr> 
    119  
    120 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#8bdf2974052e8ce74eb0d4f3791c58a3"></a><br></td></tr> 
    121 <tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">logpred</a> (const vec &amp;dt) const </td></tr> 
    122  
    123 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e86ab499b116b837d3163ec852961eca"></a><!-- doxytag: member="bdm::ARX::flatten" ref="e86ab499b116b837d3163ec852961eca" args="(const BMEF *B)" --> 
    124 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#e86ab499b116b837d3163ec852961eca">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> 
    125  
    126 <tr><td class="mdescLeft">&nbsp;</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> 
    127 <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 &amp;rgr) const " --> 
    128 <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#749827323c034f11bec61b6e2fc3d42a">epredictor</a> (const vec &amp;rgr) const </td></tr> 
    129  
    130 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conditioned version of the predictor. <br></td></tr> 
    131 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4cdf5e2a7d3480ec31f6247ed4289b15"></a><!-- doxytag: member="bdm::ARX::epredictor" ref="4cdf5e2a7d3480ec31f6247ed4289b15" args="() const " --> 
    132 <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#4cdf5e2a7d3480ec31f6247ed4289b15">epredictor</a> () const </td></tr> 
    133  
    134 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Predictor for empty regressor. <br></td></tr> 
    135 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#74fe8ae2d88bee8639510fd0eaf73513">predictor</a> () const </td></tr> 
    136  
    137 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">conditional version of the predictor  <a href="#74fe8ae2d88bee8639510fd0eaf73513"></a><br></td></tr> 
    138 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c6a2428a46407fe45b4c7a99069c0801"></a><!-- doxytag: member="bdm::ARX::predictor_student" ref="c6a2428a46407fe45b4c7a99069c0801" args="() const " --> 
     114<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> 
     115<br/><br/></div></td></tr> 
     116<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a17e7fe14654ab3c449846c3f43e66169"></a><!-- doxytag: member="bdm::ARX::bayes" ref="a17e7fe14654ab3c449846c3f43e66169" args="(const vec &amp;dt, const double w)" --> 
     117void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a17e7fe14654ab3c449846c3f43e66169">bayes</a> (const vec &amp;dt, const double w)</td></tr> 
     118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_28.png"/>. <br/></td></tr> 
     119<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &amp;dt)</td></tr> 
     120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a8bdf2974052e8ce74eb0d4f3791c58a3"></a><br/></td></tr> 
     121<tr><td class="memItemLeft" align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a080a7e531e3aa06694112863b15bc6a4">logpred</a> (const vec &amp;dt) const </td></tr> 
     122<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae86ab499b116b837d3163ec852961eca"></a><!-- doxytag: member="bdm::ARX::flatten" ref="ae86ab499b116b837d3163ec852961eca" args="(const BMEF *B)" --> 
     123void&nbsp;</td><td class="memItemRight" valign="bottom"><b>flatten</b> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> 
     124<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a749827323c034f11bec61b6e2fc3d42a"></a><!-- doxytag: member="bdm::ARX::epredictor" ref="a749827323c034f11bec61b6e2fc3d42a" args="(const vec &amp;rgr) const " --> 
     125<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a749827323c034f11bec61b6e2fc3d42a">epredictor</a> (const vec &amp;rgr) const </td></tr> 
     126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conditioned version of the predictor. <br/></td></tr> 
     127<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4cdf5e2a7d3480ec31f6247ed4289b15"></a><!-- doxytag: member="bdm::ARX::epredictor" ref="a4cdf5e2a7d3480ec31f6247ed4289b15" args="() const " --> 
     128<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a4cdf5e2a7d3480ec31f6247ed4289b15">epredictor</a> () const </td></tr> 
     129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Predictor for empty regressor. <br/></td></tr> 
     130<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a74fe8ae2d88bee8639510fd0eaf73513">predictor</a> () const </td></tr> 
     131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">conditional version of the predictor  <a href="#a74fe8ae2d88bee8639510fd0eaf73513"></a><br/></td></tr> 
     132<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac6a2428a46407fe45b4c7a99069c0801"></a><!-- doxytag: member="bdm::ARX::predictor_student" ref="ac6a2428a46407fe45b4c7a99069c0801" args="() const " --> 
    139133<a class="el" href="classbdm_1_1mlstudent.html">mlstudent</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>predictor_student</b> () const </td></tr> 
    140  
    141 <tr><td class="memItemLeft" nowrap align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#16b02ae03316751664c22d59d90c1e34">structure_est</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0)</td></tr> 
    142  
    143 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Brute force structure estimation.  <a href="#16b02ae03316751664c22d59d90c1e34"></a><br></td></tr> 
    144 <tr><td class="memItemLeft" nowrap align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#5d0f217ce270e6a8cb43a67b6c4b67fa">structure_est_LT</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0)</td></tr> 
    145  
    146 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Smarter structure estimation by Ludvik Tesar.  <a href="#5d0f217ce270e6a8cb43a67b6c4b67fa"></a><br></td></tr> 
     134<tr><td class="memItemLeft" align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a16b02ae03316751664c22d59d90c1e34">structure_est</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0)</td></tr> 
     135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Brute force structure estimation.  <a href="#a16b02ae03316751664c22d59d90c1e34"></a><br/></td></tr> 
     136<tr><td class="memItemLeft" align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a5d0f217ce270e6a8cb43a67b6c4b67fa">structure_est_LT</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0)</td></tr> 
     137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Smarter structure estimation by Ludvik Tesar.  <a href="#a5d0f217ce270e6a8cb43a67b6c4b67fa"></a><br/></td></tr> 
    147138<tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr> 
    148 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a96a50d212648f049122a31d9553618"></a><!-- doxytag: member="bdm::ARX::posterior" ref="5a96a50d212648f049122a31d9553618" args="() const " --> 
     139<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp8937227e303215af8852936dc1bf96ca"></a> </p> 
     140<br/><br/></div></td></tr> 
     141<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a96a50d212648f049122a31d9553618"></a><!-- doxytag: member="bdm::ARX::posterior" ref="a5a96a50d212648f049122a31d9553618" args="() const " --> 
    149142const <a class="el" href="classbdm_1_1egiw.html">egiw</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> 
    150  
    151143<tr><td colspan="2"><div class="groupHeader">Connection</div></td></tr> 
    152 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df3dc1b90efc0cc54a3a6e5e858542d1"></a><!-- doxytag: member="bdm::ARX::set_drv" ref="df3dc1b90efc0cc54a3a6e5e858542d1" args="(const RV &amp;drv0)" --> 
     144<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpc2cc7082a89c1ad6631a2f66af5f00c0"></a> </p> 
     145<br/><br/></div></td></tr> 
     146<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adf3dc1b90efc0cc54a3a6e5e858542d1"></a><!-- doxytag: member="bdm::ARX::set_drv" ref="adf3dc1b90efc0cc54a3a6e5e858542d1" args="(const RV &amp;drv0)" --> 
    153147void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;drv0)</td></tr> 
    154  
    155 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b96872783ab72e135b7b9ee26ef0577"></a><!-- doxytag: member="bdm::ARX::get_yrv" ref="7b96872783ab72e135b7b9ee26ef0577" args="()" --> 
     148<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7b96872783ab72e135b7b9ee26ef0577"></a><!-- doxytag: member="bdm::ARX::get_yrv" ref="a7b96872783ab72e135b7b9ee26ef0577" args="()" --> 
    156149<a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>get_yrv</b> ()</td></tr> 
    157  
    158150<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    159 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::ARX::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    160 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr> 
    161  
    162 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
    163 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::ARX::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
    164 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr> 
    165  
    166 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
     151<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> 
     152<br/><br/></div></td></tr> 
     153<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::ARX::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
     154virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr> 
     155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr> 
     156<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::ARX::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
     157vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr> 
     158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br/></td></tr> 
    167159<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    168 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::ARX::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
     160<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> 
     161<br/><br/></div></td></tr> 
     162<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::ARX::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    169163const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
    170  
    171 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::ARX::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     164<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::ARX::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
    172165void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    173  
    174 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::ARX::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
     166<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::ARX::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    175167double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
    176  
    177 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::ARX::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
     168<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::ARX::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    178169void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
    179  
    180 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    181 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e68db2a218d54b09304cad6c0a897d9"></a><!-- doxytag: member="bdm::ARX::dimx" ref="8e68db2a218d54b09304cad6c0a897d9" args="" --> 
    182 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8e68db2a218d54b09304cad6c0a897d9">dimx</a></td></tr> 
    183  
    184 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">size of output variable (needed in regressors) <br></td></tr> 
    185 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#363aaa55b2ab3eec602510cdf53e84ef">_yrv</a></td></tr> 
    186  
    187 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11474a627367f81b76830cb8477cf026"></a><!-- doxytag: member="bdm::ARX::est" ref="11474a627367f81b76830cb8477cf026" args="" --> 
    188 <a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026">est</a></td></tr> 
    189  
    190 <tr><td class="mdescLeft">&nbsp;</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> 
    191 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="de5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 
    192 <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr> 
    193  
    194 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.V <br></td></tr> 
    195 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="740b0582f180ba13cae91d66e9bdb67f"></a><!-- doxytag: member="bdm::ARX::nu" ref="740b0582f180ba13cae91d66e9bdb67f" args="" --> 
    196 double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#740b0582f180ba13cae91d66e9bdb67f">nu</a></td></tr> 
    197  
    198 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.nu <br></td></tr> 
    199 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::ARX::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
    200 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
    201  
    202 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr> 
    203 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::ARX::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> 
    204 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
    205  
    206 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr> 
    207 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::ARX::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
    208 <a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
    209  
    210 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
    211 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::ARX::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
    212 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
    213  
    214 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
    215 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::ARX::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
    216 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
    217  
    218 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr> 
    219 <tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
    220 <tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed <br><br></td></tr> 
    221 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::ARX::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
    222 const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> 
    223  
    224 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    225 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::ARX::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" --> 
    226 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr> 
    227  
    228 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 
    229 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::ARX::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> 
    230 <a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr> 
    231  
    232 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr> 
    233 <tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> 
    234 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::ARX::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" --> 
    235 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &amp;opt)</td></tr> 
    236  
    237 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br></td></tr> 
    238 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::ARX::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" --> 
    239 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L, const string &amp;name=&quot;&quot;)</td></tr> 
    240  
    241 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br></td></tr> 
    242 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::ARX::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" --> 
     170<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 
     171<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e68db2a218d54b09304cad6c0a897d9"></a><!-- doxytag: member="bdm::ARX::dimx" ref="a8e68db2a218d54b09304cad6c0a897d9" args="" --> 
     172int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9">dimx</a></td></tr> 
     173<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">size of output variable (needed in regressors) <br/></td></tr> 
     174<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a></td></tr> 
     175<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11474a627367f81b76830cb8477cf026"></a><!-- doxytag: member="bdm::ARX::est" ref="a11474a627367f81b76830cb8477cf026" args="" --> 
     176<a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a11474a627367f81b76830cb8477cf026">est</a></td></tr> 
     177<tr><td class="mdescLeft">&nbsp;</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> 
     178<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="ade5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 
     179<a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#ade5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr> 
     180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.V <br/></td></tr> 
     181<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a740b0582f180ba13cae91d66e9bdb67f"></a><!-- doxytag: member="bdm::ARX::nu" ref="a740b0582f180ba13cae91d66e9bdb67f" args="" --> 
     182double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a740b0582f180ba13cae91d66e9bdb67f">nu</a></td></tr> 
     183<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.nu <br/></td></tr> 
     184<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::ARX::frg" ref="a1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
     185double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
     186<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br/></td></tr> 
     187<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::ARX::last_lognc" ref="a06e7b3ac03e10017d4288c76888e2865" args="" --> 
     188double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
     189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br/></td></tr> 
     190<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::ARX::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> 
     191<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
     192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr> 
     193<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::ARX::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" --> 
     194double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
     195<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr> 
     196<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::ARX::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
     197bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
     198<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br/></td></tr> 
     199<tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr> 
     200<tr><td colspan="2"><p><a class="anchor" id="amgrp74e1db869c28ea37aac65bd658ff5da4"></a> This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed </p> 
     201<br/><br/></td></tr> 
     202<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::ARX::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
     203const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> 
     204<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     205<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::ARX::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" --> 
     206virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr> 
     207<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr> 
     208<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::ARX::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> 
     209<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb">rvc</a></td></tr> 
     210<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br/></td></tr> 
     211<tr><td colspan="2"><h2>Logging of results</h2></td></tr> 
     212<tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p> 
     213<br/><br/></td></tr> 
     214<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::ARX::set_options" ref="aadb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" --> 
     215virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &amp;opt)</td></tr> 
     216<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br/></td></tr> 
     217<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::ARX::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" --> 
     218virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L, const string &amp;name=&quot;&quot;)</td></tr> 
     219<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br/></td></tr> 
     220<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::ARX::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" --> 
    243221virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr> 
    244  
    245 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::ARX::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> 
    246 ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
    247  
    248 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br></td></tr> 
    249 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::ARX::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" --> 
    250 ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
    251  
    252 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br></td></tr> 
     222<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::ARX::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" --> 
     223ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
     224<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br/></td></tr> 
     225<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::ARX::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" --> 
     226ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
     227<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br/></td></tr> 
    253228</table> 
    254 <hr><a name="_details"></a><h2>Detailed Description</h2> 
    255 Linear Autoregressive model with Gaussian noise.  
    256 <p> 
    257 Regression of the following kind: <p class="formulaDsp"> 
    258 <img class="formulaDsp" alt="\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]" src="form_20.png"> 
    259 <p> 
    260  where unknown parameters <code>rv</code> are <img class="formulaInl" alt="$[\theta r]$" src="form_21.png">, regression vector <img class="formulaInl" alt="$\psi=\psi(y_{1:t},u_{1:t})$" src="form_22.png"> is a known function of past outputs and exogeneous variables <img class="formulaInl" alt="$u_t$" src="form_23.png">. Distrubances <img class="formulaInl" alt="$e_t$" src="form_24.png"> are supposed to be normally distributed: <p class="formulaDsp"> 
    261 <img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_25.png"> 
    262 <p> 
    263 <p> 
    264 See <a class="el" href="tut_arx.html">Theory of ARX model estimation</a> for mathematical treatment.<p> 
    265 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> 
     229<hr/><a name="_details"></a><h2>Detailed Description</h2> 
     230<p>Linear Autoregressive model with Gaussian noise. </p> 
     231<p>Regression of the following kind: </p> 
     232<p class="formulaDsp"> 
     233<img class="formulaDsp" alt="\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]" src="form_20.png"/> 
     234</p> 
     235<p> where unknown parameters <code>rv</code> are <img class="formulaInl" alt="$[\theta r]$" src="form_21.png"/>, regression vector <img class="formulaInl" alt="$\psi=\psi(y_{1:t},u_{1:t})$" src="form_22.png"/> is a known function of past outputs and exogeneous variables <img class="formulaInl" alt="$u_t$" src="form_23.png"/>. Distrubances <img class="formulaInl" alt="$e_t$" src="form_24.png"/> are supposed to be normally distributed: </p> 
     236<p class="formulaDsp"> 
     237<img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_25.png"/> 
     238</p> 
     239<p>See <a class="el" href="tut_arx.html">Theory of ARX model estimation</a> for mathematical treatment.</p> 
     240<p>The easiest way how to use the class is: </p> 
     241<div class="fragment"><pre class="fragment"><span class="preprocessor">#include &quot;<a class="code" href="arx_8h.html" title="Bayesian Filtering for generalized autoregressive (ARX) model.">estim/arx.h</a>&quot;</span> 
    266242<span class="keyword">using namespace </span>bdm; 
    267243 
    … …  
    277253        Ar.bayesB ( Data ); 
    278254 
    279         cout &lt;&lt; <span class="stringliteral">"Expected value of Theta is: "</span> &lt;&lt; Ar.posterior().mean() &lt;&lt; endl; 
     255        cout &lt;&lt; <span class="stringliteral">&quot;Expected value of Theta is: &quot;</span> &lt;&lt; Ar.posterior().mean() &lt;&lt; endl; 
    280256} 
    281 </pre></div><p> 
    282 <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> 
    283 <hr><h2>Member Function Documentation</h2> 
    284 <a class="anchor" name="ca0b54c0997cfd567f49377af5def106"></a><!-- doxytag: member="bdm::ARX::_copy_" ref="ca0b54c0997cfd567f49377af5def106" args="() const " --> 
    285 <div class="memitem"> 
    286 <div class="memproto"> 
    287       <table class="memname"> 
    288         <tr> 
    289           <td class="memname"><a class="el" href="classbdm_1_1ARX.html">ARX</a> * bdm::ARX::_copy_           </td> 
    290           <td>(</td> 
    291           <td class="paramname">          </td> 
     257</pre></div><dl class="todo"><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> 
     258<hr/><h2>Member Function Documentation</h2> 
     259<a class="anchor" id="aca0b54c0997cfd567f49377af5def106"></a><!-- doxytag: member="bdm::ARX::_copy_" ref="aca0b54c0997cfd567f49377af5def106" args="() const " --> 
     260<div class="memitem"> 
     261<div class="memproto"> 
     262      <table class="memname"> 
     263        <tr> 
     264          <td class="memname"><a class="el" href="classbdm_1_1ARX.html">ARX</a> * bdm::ARX::_copy_ </td> 
     265          <td>(</td> 
     266          <td class="paramname"></td> 
    292267          <td>&nbsp;)&nbsp;</td> 
    293268          <td> const<code> [virtual]</code></td> 
    … …  
    296271</div> 
    297272<div class="memdoc"> 
    298  
    299 <p> 
    300 Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
     273<p>Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: </p> 
     274<div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
    301275</pre></div>  
    302 <p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> 
    303  
    304 </div> 
    305 </div><p> 
    306 <a class="anchor" name="8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARX::bayes" ref="8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &amp;dt)" --> 
    307 <div class="memitem"> 
    308 <div class="memproto"> 
    309       <table class="memname"> 
    310         <tr> 
    311           <td class="memname">void bdm::ARX::bayes           </td> 
     276<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> 
     277 
     278</div> 
     279</div> 
     280<a class="anchor" id="a8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARX::bayes" ref="a8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &amp;dt)" --> 
     281<div class="memitem"> 
     282<div class="memproto"> 
     283      <table class="memname"> 
     284        <tr> 
     285          <td class="memname">void bdm::ARX::bayes </td> 
    312286          <td>(</td> 
    313287          <td class="paramtype">const vec &amp;&nbsp;</td> 
    314           <td class="paramname"> <em>dt</em>          </td> 
     288          <td class="paramname"> <em>dt</em></td> 
    315289          <td>&nbsp;)&nbsp;</td> 
    316290          <td><code> [inline, virtual]</code></td> 
    … …  
    320294<div class="memdoc"> 
    321295 
    322 <p> 
    323 Incremental Bayes rule.  
    324 <p> 
    325 <dl compact><dt><b>Parameters:</b></dt><dd> 
     296<p>Incremental Bayes rule. </p> 
     297<dl><dt><b>Parameters:</b></dt><dd> 
    326298  <table border="0" cellspacing="2" cellpadding="0"> 
    327299    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr> 
    328300  </table> 
     301  </dd> 
    329302</dl> 
    330303 
    331 <p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 
    332  
    333 <p>References <a class="el" href="arx_8cpp-source.html#l00004">bayes()</a>.</p> 
    334  
    335 </div> 
    336 </div><p> 
    337 <a class="anchor" name="9637412df898048bafaefee9dc7e9f6c"></a><!-- doxytag: member="bdm::ARX::from_setting" ref="9637412df898048bafaefee9dc7e9f6c" args="(const Setting &amp;set)" --> 
    338 <div class="memitem"> 
    339 <div class="memproto"> 
    340       <table class="memname"> 
    341         <tr> 
    342           <td class="memname">void bdm::ARX::from_setting           </td> 
     304<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#ac287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 
     305 
     306<p>References <a class="el" href="arx_8cpp_source.html#l00004">bayes()</a>.</p> 
     307 
     308</div> 
     309</div> 
     310<a class="anchor" id="a9637412df898048bafaefee9dc7e9f6c"></a><!-- doxytag: member="bdm::ARX::from_setting" ref="a9637412df898048bafaefee9dc7e9f6c" args="(const Setting &amp;set)" --> 
     311<div class="memitem"> 
     312<div class="memproto"> 
     313      <table class="memname"> 
     314        <tr> 
     315          <td class="memname">void bdm::ARX::from_setting </td> 
    343316          <td>(</td> 
    344317          <td class="paramtype">const Setting &amp;&nbsp;</td> 
    345           <td class="paramname"> <em>set</em>          </td> 
     318          <td class="paramname"> <em>set</em></td> 
    346319          <td>&nbsp;)&nbsp;</td> 
    347320          <td><code> [virtual]</code></td> 
    … …  
    350323</div> 
    351324<div class="memdoc"> 
    352  
    353 <p> 
    354 <a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class which collects all the auxiliary functions useful to prepare...">UI</a> for <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> estimator<p> 
    355 The <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> is constructed from a structure with fields: <div class="fragment"><pre class="fragment">        estimator = { 
    356                 <span class="keyword">class </span>= "ARX"; 
    357                 y = {type=<span class="stringliteral">"rv"</span>, ...}   <span class="comment">// description of output variables</span> 
    358                 rgr = {type=<span class="stringliteral">"rv"</span>, ...} <span class="comment">// description of regressor variables</span> 
     325<p><a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class which collects all the auxiliary functions useful to prepare...">UI</a> for <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> estimator</p> 
     326<p>The <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> is constructed from a structure with fields: </p> 
     327<div class="fragment"><pre class="fragment">        estimator = { 
     328                <span class="keyword">class </span>= &quot;ARX&quot;; 
     329                y = {type=<span class="stringliteral">&quot;rv&quot;</span>, ...}   <span class="comment">// description of output variables</span> 
     330                rgr = {type=<span class="stringliteral">&quot;rv&quot;</span>, ...} <span class="comment">// description of regressor variables</span> 
    359331                constant = <span class="keyword">true</span>;       <span class="comment">// boolean switch if the constant term is modelled or not</span> 
    360332 
    … …  
    363335                                                           <span class="comment">// default: 1e-3 for y, 1e-5 for rgr</span> 
    364336                nu0 = 6;               <span class="comment">// default: rgrlen + 2</span> 
    365                 <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> = 1.0;             <span class="comment">// forgetting, default frg=1.0</span> 
     337                <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> = 1.0;             <span class="comment">// forgetting, default frg=1.0</span> 
    366338        }; 
    367 </pre></div><p> 
    368 The estimator will assign names of the posterior in the form ["theta_i" and "r_i"]  
    369 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> 
    370  
    371 <p>References <a class="el" href="exp__family_8h-source.html#l00084">bdm::BMEF::frg</a>, <a class="el" href="user__info_8h-source.html#l00443">bdm::UI::get()</a>, and <a class="el" href="bdmbase_8h-source.html#l00950">bdm::BM::set_options()</a>.</p> 
    372  
    373 </div> 
    374 </div><p> 
    375 <a class="anchor" name="080a7e531e3aa06694112863b15bc6a4"></a><!-- doxytag: member="bdm::ARX::logpred" ref="080a7e531e3aa06694112863b15bc6a4" args="(const vec &amp;dt) const " --> 
    376 <div class="memitem"> 
    377 <div class="memproto"> 
    378       <table class="memname"> 
    379         <tr> 
    380           <td class="memname">double bdm::ARX::logpred           </td> 
     339</pre></div><p>The estimator will assign names of the posterior in the form ["theta_i" and "r_i"] </p> 
     340 
     341<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> 
     342 
     343<p>References <a class="el" href="exp__family_8h_source.html#l00084">bdm::BMEF::frg</a>, <a class="el" href="user__info_8h_source.html#l00443">bdm::UI::get()</a>, and <a class="el" href="bdmbase_8h_source.html#l00950">bdm::BM::set_options()</a>.</p> 
     344 
     345</div> 
     346</div> 
     347<a class="anchor" id="a080a7e531e3aa06694112863b15bc6a4"></a><!-- doxytag: member="bdm::ARX::logpred" ref="a080a7e531e3aa06694112863b15bc6a4" args="(const vec &amp;dt) const " --> 
     348<div class="memitem"> 
     349<div class="memproto"> 
     350      <table class="memname"> 
     351        <tr> 
     352          <td class="memname">double bdm::ARX::logpred </td> 
    381353          <td>(</td> 
    382354          <td class="paramtype">const vec &amp;&nbsp;</td> 
    383           <td class="paramname"> <em>dt</em>          </td> 
     355          <td class="paramname"> <em>dt</em></td> 
    384356          <td>&nbsp;)&nbsp;</td> 
    385357          <td> const<code> [virtual]</code></td> 
    … …  
    388360</div> 
    389361<div class="memdoc"> 
    390  
    391 <p> 
    392 Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.  
    393 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
    394  
    395 <p>References <a class="el" href="exp__family_8h-source.html#l00247">bdm::egiw::_nu()</a>, <a class="el" href="exp__family_8h-source.html#l00245">bdm::egiw::_V()</a>, <a class="el" href="arx_8h-source.html#l00051">est</a>, <a class="el" href="bdmbase_8h-source.html#l00850">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h-source.html#l00084">bdm::BMEF::frg</a>, <a class="el" href="exp__family_8h-source.html#l00086">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#l00055">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#l00240">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h-source.html#l00053">V</a>.</p> 
    396  
    397 </div> 
    398 </div><p> 
    399 <a class="anchor" name="74fe8ae2d88bee8639510fd0eaf73513"></a><!-- doxytag: member="bdm::ARX::predictor" ref="74fe8ae2d88bee8639510fd0eaf73513" args="() const " --> 
    400 <div class="memitem"> 
    401 <div class="memproto"> 
    402       <table class="memname"> 
    403         <tr> 
    404           <td class="memname"><a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; * bdm::ARX::predictor           </td> 
    405           <td>(</td> 
    406           <td class="paramname">          </td> 
     362<p>Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. </p> 
     363 
     364<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
     365 
     366<p>References <a class="el" href="arx_8h_source.html#l00051">est</a>, <a class="el" href="bdmbase_8h_source.html#l00850">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h_source.html#l00084">bdm::BMEF::frg</a>, <a class="el" href="exp__family_8h_source.html#l00086">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#l00055">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#l00240">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h_source.html#l00053">V</a>.</p> 
     367 
     368</div> 
     369</div> 
     370<a class="anchor" id="a74fe8ae2d88bee8639510fd0eaf73513"></a><!-- doxytag: member="bdm::ARX::predictor" ref="a74fe8ae2d88bee8639510fd0eaf73513" args="() const " --> 
     371<div class="memitem"> 
     372<div class="memproto"> 
     373      <table class="memname"> 
     374        <tr> 
     375          <td class="memname"><a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; * bdm::ARX::predictor </td> 
     376          <td>(</td> 
     377          <td class="paramname"></td> 
    407378          <td>&nbsp;)&nbsp;</td> 
    408379          <td> const<code> [virtual]</code></td> 
    … …  
    412383<div class="memdoc"> 
    413384 
    414 <p> 
    415 conditional version of the predictor  
    416 <p> 
    417  
    418 <p> 
    419 &lt;----------- TODO  
    420 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">bdm::BM</a>.</p> 
    421  
    422 <p>References <a class="el" href="bdmerror_8h-source.html#l00047">bdm_assert_debug</a>, <a class="el" href="bdmbase_8h-source.html#l00378">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h-source.html#l00051">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#l00100">bdm::sqmat::rows()</a>, <a class="el" href="exp__family_8h-source.html#l00554">bdm::mlnorm&lt; sq_T, TEpdf &gt;::set_parameters()</a>, and <a class="el" href="arx_8h-source.html#l00053">V</a>.</p> 
    423  
    424 </div> 
    425 </div><p> 
    426 <a class="anchor" name="16b02ae03316751664c22d59d90c1e34"></a><!-- doxytag: member="bdm::ARX::structure_est" ref="16b02ae03316751664c22d59d90c1e34" args="(egiw Eg0)" --> 
    427 <div class="memitem"> 
    428 <div class="memproto"> 
    429       <table class="memname"> 
    430         <tr> 
    431           <td class="memname">ivec bdm::ARX::structure_est           </td> 
     385<p>conditional version of the predictor </p> 
     386 
     387<p><p>&lt;----------- TODO </p> 
     388</p> 
     389 
     390<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">bdm::BM</a>.</p> 
     391 
     392<p>References <a class="el" href="bdmerror_8h_source.html#l00047">bdm_assert_debug</a>, <a class="el" href="bdmbase_8h_source.html#l00378">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00051">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#l00100">bdm::sqmat::rows()</a>, <a class="el" href="exp__family_8h_source.html#l00554">bdm::mlnorm&lt; sq_T, TEpdf &gt;::set_parameters()</a>, and <a class="el" href="arx_8h_source.html#l00053">V</a>.</p> 
     393 
     394</div> 
     395</div> 
     396<a class="anchor" id="a16b02ae03316751664c22d59d90c1e34"></a><!-- doxytag: member="bdm::ARX::structure_est" ref="a16b02ae03316751664c22d59d90c1e34" args="(egiw Eg0)" --> 
     397<div class="memitem"> 
     398<div class="memproto"> 
     399      <table class="memname"> 
     400        <tr> 
     401          <td class="memname">ivec bdm::ARX::structure_est </td> 
    432402          <td>(</td> 
    433403          <td class="paramtype"><a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td> 
    434           <td class="paramname"> <em>Eg0</em>          </td> 
     404          <td class="paramname"> <em>Eg0</em></td> 
    435405          <td>&nbsp;)&nbsp;</td> 
    436406          <td></td> 
    … …  
    440410<div class="memdoc"> 
    441411 
    442 <p> 
    443 Brute force structure estimation.  
    444 <p> 
    445 <dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
    446  
    447 <p>References <a class="el" href="bdmbase_8h-source.html#l00378">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h-source.html#l00051">est</a>, and <a class="el" href="exp__family_8cpp-source.html#l00050">bdm::egiw::lognc()</a>.</p> 
    448  
    449 </div> 
    450 </div><p> 
    451 <a class="anchor" name="5d0f217ce270e6a8cb43a67b6c4b67fa"></a><!-- doxytag: member="bdm::ARX::structure_est_LT" ref="5d0f217ce270e6a8cb43a67b6c4b67fa" args="(egiw Eg0)" --> 
    452 <div class="memitem"> 
    453 <div class="memproto"> 
    454       <table class="memname"> 
    455         <tr> 
    456           <td class="memname">ivec bdm::ARX::structure_est_LT           </td> 
     412<p>Brute force structure estimation. </p> 
     413<dl class="return"><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
     414 
     415<p>References <a class="el" href="bdmbase_8h_source.html#l00378">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00051">est</a>, and <a class="el" href="exp__family_8cpp_source.html#l00050">bdm::egiw::lognc()</a>.</p> 
     416 
     417</div> 
     418</div> 
     419<a class="anchor" id="a5d0f217ce270e6a8cb43a67b6c4b67fa"></a><!-- doxytag: member="bdm::ARX::structure_est_LT" ref="a5d0f217ce270e6a8cb43a67b6c4b67fa" args="(egiw Eg0)" --> 
     420<div class="memitem"> 
     421<div class="memproto"> 
     422      <table class="memname"> 
     423        <tr> 
     424          <td class="memname">ivec bdm::ARX::structure_est_LT </td> 
    457425          <td>(</td> 
    458426          <td class="paramtype"><a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td> 
    459           <td class="paramname"> <em>Eg0</em>          </td> 
     427          <td class="paramname"> <em>Eg0</em></td> 
    460428          <td>&nbsp;)&nbsp;</td> 
    461429          <td></td> 
    … …  
    465433<div class="memdoc"> 
    466434 
    467 <p> 
    468 Smarter structure estimation by Ludvik Tesar.  
    469 <p> 
    470 <dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
    471  
    472 </div> 
    473 </div><p> 
    474 <hr><h2>Member Data Documentation</h2> 
    475 <a class="anchor" name="363aaa55b2ab3eec602510cdf53e84ef"></a><!-- doxytag: member="bdm::ARX::_yrv" ref="363aaa55b2ab3eec602510cdf53e84ef" args="" --> 
    476 <div class="memitem"> 
    477 <div class="memproto"> 
    478       <table class="memname"> 
    479         <tr> 
    480           <td class="memname"><a class="el" href="classbdm_1_1RV.html">RV</a> <a class="el" href="classbdm_1_1ARX.html#363aaa55b2ab3eec602510cdf53e84ef">bdm::ARX::_yrv</a><code> [protected]</code>          </td> 
    481         </tr> 
    482       </table> 
    483 </div> 
    484 <div class="memdoc"> 
    485  
    486 <p> 
    487 description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_26.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>.  
    488 </div> 
    489 </div><p> 
    490 <hr>The documentation for this class was generated from the following files:<ul> 
    491 <li><a class="el" href="arx_8h-source.html">arx.h</a><li>arx.cpp</ul> 
    492 </div> 
    493 <hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 29 20:49:46 2009 for mixpp by&nbsp; 
     435<p>Smarter structure estimation by Ludvik Tesar. </p> 
     436<dl class="return"><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
     437 
     438</div> 
     439</div> 
     440<hr/><h2>Member Data Documentation</h2> 
     441<a class="anchor" id="a363aaa55b2ab3eec602510cdf53e84ef"></a><!-- doxytag: member="bdm::ARX::_yrv" ref="a363aaa55b2ab3eec602510cdf53e84ef" args="" --> 
     442<div class="memitem"> 
     443<div class="memproto"> 
     444      <table class="memname"> 
     445        <tr> 
     446          <td class="memname"><a class="el" href="classbdm_1_1RV.html">RV</a> <a class="el" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">bdm::ARX::_yrv</a><code> [protected]</code></td> 
     447        </tr> 
     448      </table> 
     449</div> 
     450<div class="memdoc"> 
     451<p>description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_26.png"/> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>. </p> 
     452 
     453</div> 
     454</div> 
     455<hr/>The documentation for this class was generated from the following files:<ul> 
     456<li><a class="el" href="arx_8h_source.html">arx.h</a></li> 
     457<li>arx.cpp</li> 
     458</ul> 
     459</div> 
     460<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:50 2009 for mixpp by&nbsp; 
    494461<a href="http://www.doxygen.org/index.html"> 
    495 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
     462<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
    496463</body> 
    497464</html>